Estimation of the intensity of non-homogeneous point processes via wavelets

In this article we consider the problem of estimating the intensity of a non-homogeneous point process on the real line. The approach used is via wavelet expansions. Estimators of the intensity are proposed and their properties are studied, including the case of thresholded versions. Properties of t...

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Bibliographic Details
Published in:	Annals of the Institute of Statistical Mathematics Vol. 63; no. 6; pp. 1221 - 1246
Main Authors:	de Miranda, José Carlos Simon, Morettin, Pedro A.
Format:	Journal Article
Language:	English
Published:	Berlin/Heidelberg Springer-Verlag 01-12-2011 Springer Nature B.V
Subjects:	Economics Estimating techniques Finance Insurance Management Mathematical analysis Mathematics Mathematics and Statistics Poisson distribution Random variables Statistics Statistics for Business Studies Wavelet transforms Point processes Wavelets Intensity Non-internally correlated point processes Poisson processes Threshold
Online Access:	Get full text
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