On Estimation of Point Process Intensities.
Abstract
Smoothed estimations are developed for the intensity function (i.e., density for the expectation intensity measure) of a point process. The main results concern mean square and almost sure pointwise consistency and asymptotic distributional properties of the estimator, emphasizing the features which differ from those in other forms of function estimation. The results are illustrated in the particular case of renewal processes. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1982
- Accession Number
- ADA121144
Entities
People
- Diane Wold
- M. Ross Leadbetter
Organizations
- University of North Carolina at Chapel Hill