Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects

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dc.contributor.author Kuhl, Michael
dc.contributor.author Wilson, James
dc.date.accessioned 2009-07-23T18:39:59Z
dc.date.available 2009-07-23T18:39:59Z
dc.date.issued 2001
dc.identifier.citation European Journal of Operational Research, vol. 133, pp. 566-582, 2001 en_US
dc.identifier.uri http://hdl.handle.net/1850/10242
dc.description.abstract We formulate a nonparametric technique for estimating the (cumulative) mean-value function of a nonhomogeneous Poisson process having a long-term trend or some cyclic effect(s) that may lack familiar trigonometric characteristics such as symmetry over the corresponding cycle(s). This multiresolution procedure begins at the lowest level of resolution by estimating any long-term trend in the target counting process; then at progressively higher levels of resolution, the procedure yields estimates of the cyclic behavior associated with progressively smaller cycle lengths. We also formulate an efficient algorithm for generating realizations of such counting processes. en_US
dc.language.iso en_US en_US
dc.publisher Elsevier en_US
dc.relation.ispartofseries vol. 1 en_US
dc.subject Multiresolution estimation procedure en_US
dc.subject Simulation en_US
dc.subject Stochastic processes en_US
dc.title Modeling and simulating Poisson processes having trends or nontrigonometric cyclic effects en_US
dc.type Article en_US

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