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Asymptotic normality 1 Confidence interval 1 Consistency 1 Cyclic intensity function 1 Poisson process 1 Prediction upper bound 1
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Helmers, Roelof 1 Mangku, I. 1
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Annals of the Institute of Statistical Mathematics 1
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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...
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