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On Estimation of Poisson Intensity Functions |
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| Authors: | Roelof Helmers Ričardas Zitikis |
| Institution: | (1) Centre for Mathematics and Computer Science, Kruislaan 413, 1098 SJ Amsterdam, The Netherlands;(2) Laboratory for Research in Statistics and Probability, Carleton University, 1125 Colonel By Drive, Ottawa, Canada, K1S 5B6 |
| Abstract: | Under the presence of only one realization, we consider a computationally simple algorithm for estimating the intensity function of a Poisson process with exponential quadratic and cyclic of fixed frequency trends. We argue that the algorithm can successfully be used to estimate any Poisson intensity function provided that it has a parametric form. |
| Keywords: | Poisson process point process linear Poisson process modulated Poisson process |
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