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

Management Science · 1991
被引 156
人大 A+FT50UTD24ABS 4*

中文导读

提出一种非参数方法,从一次或多次实现中估计非齐次泊松过程的累积强度函数,无需模型者设定任意参数,估计结果可用于蒙特卡洛模拟中的点过程生成。

Abstract

A nonparametric technique for estimating the cumulative intensity function of a nonhomogeneous Poisson process from one or more realizations is developed. 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 Monte Carlo simulation by inversion. Three examples are given.

非齐次泊松过程累积强度函数非参数估计蒙特卡洛模拟