Predicting a cyclic Poisson process

We construct and investigate a (1−α)-upper prediction bound for a future observation of a cyclic Poisson process using past data. A normal based confidence interval for our upper prediction bound is established. A comparison of the new prediction bound with a simpler nonparametric prediction bound is also given. Copyright The Institute of Statistical Mathematics, Tokyo 2012

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Year of publication:	2012
Authors:	Helmers, Roelof ; Mangku, I.
Published in:	Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 6, p. 1261-1279
Publisher:	Springer
Subject:	Poisson process \| Cyclic intensity function \| Prediction upper bound \| Confidence interval \| Consistency \| Asymptotic normality

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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