Sensitivity analysis of simulation output to parameters of nonhomogeneous Poisson processes

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Title: Sensitivity analysis of simulation output to parameters of nonhomogeneous Poisson processes
Author: Kuhl, Michael; Lim, Sun
Abstract: Nonhomogeneous Poisson processes (NHPPs) are frequently used in stochastic simulations to model nonstationary point processes. These NHPP models are often constructed by estimating the parameters of the rate function from one or more observed realizations of the process. This paper focuses on the degree of accuracy to which the rate function parameters of the NHPP need to be estimated such that the simulation output performance measures are not significantly different from performance measures that would be obtained for the underlying (true) process.
Record URI: http://hdl.handle.net/1850/10257
Date: 1999-12

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