Least squares estimation of nonhomogeneous Poisson processes

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dc.contributor.author Kuhl, Michael
dc.contributor.author Damerdji, Halim
dc.contributor.author Wilson, James
dc.date.accessioned 2009-07-24T14:30:32Z
dc.date.available 2009-07-24T14:30:32Z
dc.date.issued 1998-12
dc.identifier.citation In the Proceedings of the 1998 Winter Simulation Conference, Piscataway, New Jersey, pp. 637--645, December, 1988 en_US
dc.identifier.uri http://hdl.handle.net/1850/10256
dc.description.abstract We formulate and evaluate weighted and ordinary least squares procedures for estimating the parametric rate function of a nonhomogeneous Poisson process. Special emphasis is given to processes having an exponential rate function, where the exponent may include a polynomial component or some trigonometric components or both. Theoretical and experimental evidence is provided to explain some surprising problems with the weighted least squares procedure. The ordinary least squares procedure is based on a square root transformation of the “detrended” event times; and the results of an extensive Monte Carlo study are summarized to show the advantages and disadvantages of this procedure. en_US
dc.language.iso en_US en_US
dc.publisher Institute of Electrical and Electronics Engineers en_US
dc.relation RIT Scholars content from RIT Digital Media Library has moved from http://ritdml.rit.edu/handle/1850/10256 to RIT Scholar Works http://scholarworks.rit.edu/other/361, please update your feeds & links!
dc.title Least squares estimation of nonhomogeneous Poisson processes en_US
dc.type Proceedings en_US

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