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Kernel Based Estimation for a Non-Homogeneous Poisson Processes
Abstract:
The non-homogeneous Poisson model has been applied to various situations, including air pollution data. In this paper, we propose a kernel based nonparametric estimation for fitting the non-homogeneous Poisson process data. We show that our proposed estimator is-consistent and asymptotically normally distributed. We also study the finite-sample properties with a simulation study.
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1948-1951
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September 2013
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© 2013 Trans Tech Publications Ltd. All Rights Reserved
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