Nonparametric Estimation of the Cumulative Intensity Function for a Nonhomogeneous Poisson Process from Overlapping Realizations

Bradford L. Arkin () and Lawrence M. Leemis ()
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Bradford L. Arkin: Reliable Software Technologies, Sterling, Virginia 20166
Lawrence M. Leemis: Department of Mathematics, The College of William ... Mary, Williamsburg, Virginia 23187

Management Science, 2000, vol. 46, issue 7, 989-998

Abstract: A nonparametric technique for estimating the cumulative intensity function of a nonhomogeneous Poisson process from one or more realizations on an interval is extended here to include realizations that overlap. This technique does not require any arbitrary parameters from the modeler, and the estimated cumulative intensity function can be used to generate a point process for simulation by inversion.

Keywords: input modeling; nonstationary poisson process; repairable systems; simulation; time-dependent arrivals; variate generation (search for similar items in EconPapers)
Date: 2000
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Citations: View citations in EconPapers (2)

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Persistent link: https://EconPapers.repec.org/RePEc:inm:ormnsc:v:46:y:2000:i:7:p:989-998

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