Convergence rate of mean-square error of kernel estimators of non-homogeneous Poisson process intensity function

The estimator has been constructed similar to the Parzen-Rosenblatt window method using a single realization of a Poisson process at a fixed time interval. The intensity function of a non-homogeneous Poisson process is estimated up to a multiplicative constant. The convergence rate of the mean squar...

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Published inJournal of physics. Conference series Vol. 1680; no. 1; pp. 12021 - 12027
Main Authors Kitaeva, A V, Kolupaev, M V, Stepanova, N V, Zhukovskiy, O I
Format Journal Article
LanguageEnglish
Published IOP Publishing 01.12.2020
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Summary:The estimator has been constructed similar to the Parzen-Rosenblatt window method using a single realization of a Poisson process at a fixed time interval. The intensity function of a non-homogeneous Poisson process is estimated up to a multiplicative constant. The convergence rate of the mean square error was found in the series of schemes with an unlimited increase of the intensity.
ISSN:1742-6588
1742-6596
DOI:10.1088/1742-6596/1680/1/012021