Functional Estimation of the Random Rate of a Cox Process

Rodríguez Bouzas, Paula; Aguilera Del Pino, Ana María; Ruiz-Fuentes, Nuria

doi:https://doi.org/10.1007/s11009-010-9173-z

Pre-print Functional Estimation of the Random Rate of a Cox Process (399.4Kb)

Identificadores

URI: http://hdl.handle.net/10481/72977

DOI: https://doi.org/10.1007/s11009-010-9173-z

Exportar

Editorial

Springer

Materia

Cox process

Monotone piecewise cubic interpolation

Functional principal component analysis

Functional data analysis

Fecha

2010-03-25

Referencia bibliográfica

Bouzas, P.R., Aguilera, A.M. & Ruiz-Fuentes, N. Functional Estimation of the Random Rate of a Cox Process. Methodol Comput Appl Probab 14, 57–69 (2012). https://doi.org/10.1007/s11009-010-9173-z

Patrocinador

Projects MTM2007-63793 of Dirección General de Investigación, Ministerio de Ciencia, P06-FQM-01470 from Consejería de Innovación, Ciencia y Empresa de la Junta de Andalucía and MTM2007-66791 of Plan Nacional I+D, Ministerio de Ciencia y Tecnología jointly by the FEDER and grant FQM-307 of Conserjería de Innovación de la Junta de Andalucía, all of them in Spain

Resumen

The intensity of a doubly stochastic Poisson process (DSPP) is also a stochastic process whose integral is the mean process of the DSPP. From a set of sample paths of the Cox process we propose a numerical method, preserving the monotone character of the mean, to estimate the intensity on the basis of the functional PCA. A validation of the estimation method is presented by means of a simulation as well as a comparison with an alternative estimation method.

Colecciones

FQM307 - Artículos

Excepto si se señala otra cosa, la licencia del ítem se describe como Atribución-SinDerivadas 3.0 España