Gamma Kernel Intensity Estimation in Temporal Point Processes

In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adeq...

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Bibliographic Details
Published in:	Communications in statistics. Simulation and computation Vol. 40; no. 8; pp. 1146 - 1162
Main Authors:	Marcon, G., Adelfio, G., Chiodi, M.
Format:	Journal Article
Language:	English
Published:	Colchester Taylor & Francis Group 01-09-2011 Taylor & Francis Taylor & Francis Ltd
Subjects:	Bounded domain Computer simulation Distribution theory Estimators Exact sciences and technology Gamma kernel estimator Intensity function Kernels Mathematical analysis Mathematics Numerical analysis Numerical analysis. Scientific computation Numerical methods in probability and statistics Parametric inference Probability Probability and statistics Probability theory and stochastic processes Sciences and techniques of general use Seismic engineering Seismic phenomena Skewed distributions Statistics Stochastic models Stochastic processes Temporal logic Temporal point processes 60G55 62G07 Statistical distribution Non parametric estimation Kernel estimation Statistical estimation Kernel estimator Gamma distribution Statistical method Estimating function Bounded domain Point estimation Point process Numerical simulation Gamma kernel estimator Temporal point processes Intensity function
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