Nonparametric Estimation of Intensities for Sampled Counting Processes
将时间序列参数表达为点过程参数的平滑版本,据此提出点过程参数的估计方法,并应用于气象、昆虫学和粒子物理数据。
SUMMARY Sampled counting processes are often studied using methods for the analysis of stationary time series. We express some time series parameters as smoothed versions of corresponding point process parameters and use these relations to suggest estimates of the point process parameters. In addition, we propose a reconstructive approach to the estimation problem. We derive some properties of the estimators and apply them to data from meteorology, entomology and particle physics. A simulation study indicates which estimators perform better in different situations.