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  • Search: subject:"Cyclic intensity function"
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Cyclic intensity function 2 Poisson process 2 Asymptotic normality 1 Confidence bands 1 Confidence interval 1 Confidence intervals 1 Consistency 1 Extreme value distribution 1 Gumbel distribution 1 Intensity function 1 Kernel density estimation 1 Periodic intensity function 1 Prediction upper bound 1 Primary 60F05 1 Secondary 62E20 1
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Undetermined 2
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Article 2
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Undetermined 2
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Helmers, Roelof 2 Mangku, I. 1 Wang, Qiying 1 Zitikis, Ričardas 1
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Annals of the Institute of Statistical Mathematics 1 Statistical Inference for Stochastic Processes 1
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RePEc 2
Showing 1 - 2 of 2
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Predicting a cyclic Poisson process
Helmers, Roelof; Mangku, I. - In: Annals of the Institute of Statistical Mathematics 64 (2012) 6, pp. 1261-1279
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...
Persistent link: https://www.econbiz.de/10011000074
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Confidence regions for the intensity function of a cyclic Poisson process
Helmers, Roelof; Wang, Qiying; Zitikis, Ričardas - In: Statistical Inference for Stochastic Processes 12 (2009) 1, pp. 21-36
Persistent link: https://www.econbiz.de/10005615994
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