Estimation for nonhomogeneous Poisson processes from aggregated data. Henderson, S. G. Operations Research Letters, 31:375–382, 2003.
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Paper doi abstract bibtex 3 downloads
Paper doi abstract bibtex 3 downloads A well-known heuristic for estimating the rate function or cumulative rate function of a nonhomogeneous Poisson process assumes that the rate function is piecewise constant on a set of data-independent intervals. We investigate the asymptotic (as the amount of data grows) behavior of this estimator in the case of equal interval widths, and show that it can be transformed into a consistent estimator if the interval lengths shrink at an appropriate rate as the amount of data grows.
@article{hen03,
abstract = {A well-known heuristic for estimating the rate function or cumulative rate function of a nonhomogeneous Poisson process assumes that the rate function is piecewise constant on a set of data-independent intervals. We investigate the asymptotic (as the amount of data grows) behavior of this estimator in the case of equal interval widths, and show that it can be transformed into a consistent estimator if the interval lengths shrink at an appropriate rate as the amount of data grows.},
author = {Shane G.\ Henderson},
date-added = {2016-01-10 16:07:54 +0000},
date-modified = {2016-01-10 16:07:54 +0000},
doi = {10.1016/S0167-6377(03)00027-0},
journal = {Operations Research Letters},
pages = {375--382},
title = {Estimation for nonhomogeneous {P}oisson processes from aggregated data},
url_paper = {pubs/NHPPORL.pdf},
volume = {31},
year = {2003},
bdsk-url-1 = {http://dx.doi.org/10.1016/S0167-6377(03)00027-0}}Downloads: 3
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