Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations

By B. Arkin, Lawrence M. Leemis. 2000

144 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Management Science and Operations Research, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/e5190287ddf21c1e6ae7b20b13ef8728eaa841f0

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In Computational Theory and Mathematics

1. Lawrence M. Leemis

In Management Science and Operations Research

1. Lawrence M. Leemis

In Statistics and Probability

1. Lawrence M. Leemis

Citations in the corpus

• TECHNICAL NOTE: Nonparametric estimation and variate generation for a nonhomogeneous Poisson process from event count data (2004, methodology): “…variate counter) generate Uj ∼ U(0, 1) (generate jth random number) Ej ← Ej−1 − log(1 − Uj) (generate next HPP event time) endwhile return (T1, T2, . . . , Tj−1) (return NHPP event times) in Leemis (1991), ̂(t) can only be consistent in this general case at the endpoints of the subintervals as k…”