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

A nonparametric technique for estimating the cumulative intensity function of a nonhomogeneous Poisson process from one or more realizations on an interval is extended here to include realizations that overlap. This technique does not require any arbitrary parameters from the modeler, and the estimated cumulative intensity function can be used to generate a point process for simulation by inversion.

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Year of publication:	2000
Authors:	Arkin, Bradford L. ; Leemis, Lawrence M.
Published in:	Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 46.2000, 7, p. 989-998
Publisher:	Institute for Operations Research and the Management Sciences - INFORMS
Subject:	input modeling \| nonstationary poisson process \| repairable systems \| simulation \| time-dependent arrivals \| variate generation

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Extent:	application/pdf
Type of publication:	Article
Other identifiers:	10.1287/mnsc.46.7.989.12037 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10009203850