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Modelling non‐homogeneous Poisson processes with almost periodic intensity functions


  • Nan Shao
  • Keh‐Shin Lii


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  • Nan Shao & Keh‐Shin Lii, 2011. "Modelling non‐homogeneous Poisson processes with almost periodic intensity functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 73(1), pages 99-122, January.
  • Handle: RePEc:bla:jorssb:v:73:y:2011:i:1:p:99-122

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    References listed on IDEAS

    1. Helmers, Roelof & Wayan Mangku, I. & Zitikis, Ricardas, 2003. "Consistent estimation of the intensity function of a cyclic Poisson process," Journal of Multivariate Analysis, Elsevier, vol. 84(1), pages 19-39, January.
    2. Helmers, Roelof & Mangku, I. Wayan & Zitikis, Ricardas, 2005. "Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 1-23, January.
    3. Robert F. Engle, 2000. "The Econometrics of Ultra-High Frequency Data," Econometrica, Econometric Society, vol. 68(1), pages 1-22, January.
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