Least squares estimation of nonhomogeneous Poisson processes

被引：0

作者：

Kuhl, ME ^{[1
]}

Damerdji, H ^{[1
]}

Wilson, JR ^{[1
]}

机构：

[1] Louisiana State Univ, Dept Ind & Mfg Syst Engn, Baton Rouge, LA 70803 USA

来源：

1998 WINTER SIMULATION CONFERENCE PROCEEDINGS, VOLS 1 AND 2 | 1998年

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

We formulate and evaluate weighted and ordinary least squares procedures for estimating the parametric rate function of a nonhomogeneous Poisson process. Special emphasis is given to processes having an exponential rate function, where the exponent may include a polynomial component or some trigonometric components or both. Theoretical and experimental evidence is provided to explain some surprising problems with the weighted least squares procedure. The ordinary least squares procedure is based on a square root transformation of the "detrended" event times; and the results of an extensive Monte Carlo study are summarized to show the advantages and disadvantages of this procedure.

引用

页码：637 / 645

页数：9

共 50 条

[1] Least squares estimation of nonhomogeneous Poisson processes
Kuhl, ME
Wilson, JR
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2000, 67 (01) : 75 - 108
[2] A Poisson parable: Bias in linear least squares estimation
Wheaton, WA
[J]. STATISTICAL CHALLENGES IN MODERN ASTRONOMY II, 1997, : 441 - 444
[3] Estimation for nonhomogeneous Poisson processes from aggregated data
Henderson, SG
[J]. OPERATIONS RESEARCH LETTERS, 2003, 31 (05) : 375 - 382
[4] NONPARAMETRIC-ESTIMATION OF INTENSITIES OF NONHOMOGENEOUS POISSON PROCESSES
SCHABE, H
[J]. STATISTICAL PAPERS, 1993, 34 (02) : 113 - 131
[5] Nonparametric estimation of nonhomogeneous poisson processes using wavelets
Kuhl, ME
Bhairgond, PS
[J]. PROCEEDINGS OF THE 2000 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2, 2000, : 562 - 571
[6] On least squares estimation for nonlinear autoregressive processes
Mangeas, M
Yao, JF
[J]. COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1997, 324 (04): : 471 - 474
[7] ON NONHOMOGENEOUS, SPATIAL POISSON PROCESSES
MCDONALD, D
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1989, 17 (02): : 183 - 195
[8] Nonhomogeneous fractional Poisson processes
Wang, Xiao-Tian
Zhang, Shi-Ying
Fan, Shen
[J]. CHAOS SOLITONS & FRACTALS, 2007, 31 (01) : 236 - 241
[9] Surveillance of Nonhomogeneous Poisson Processes
Richards, Sarah C.
Purdy, Gregory
Woodall, William H.
[J]. TECHNOMETRICS, 2015, 57 (03) : 388 - 394
[10] Nonhomogeneous Poisson processes and logconcavity
Pellerey, F
Shaked, M
Zinn, J
[J]. PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES, 2000, 14 (03) : 353 - 373

← 1 2 3 4 5 →