Estimating the intensity function of the nonstationary poisson process
Let{N(t), -T<t<T} be a nonstationary Poisson process with intensity function, λ(t)>0, assumed integrable on [-T,T]. The optimal linear estimator, λ[sub L], of the intensity function is considered in this thesis. Chapter 1 discusses λ[sub L] as a function of h(t;s), which is Lthe unique...
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| Language: | English |
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2010
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| Online Access: | http://hdl.handle.net/2429/20061 |