基于重叠实现数据的非齐次泊松过程累积强度函数的非参数估计

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

Management Science · 2000
被引 72
人大 A+FT50UTD24ABS 4*

中文导读

提出一种非参数方法,利用一个或多个区间上的重叠实现数据估计非齐次泊松过程的累积强度函数,无需模型参数,可用于模拟生成点过程。

Abstract

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.

非齐次泊松过程累积强度函数非参数估计重叠实现