Estimation of the intensity of non- homogeneous point processes via wavelets
نویسندگان
چکیده
In this article we consider the problem of estimating the intensity of a nonhomogeneous point process on the real line. The approach used is via wavelet expansions. Estimators of the intensity are proposed and their properties are studied, including the case of thresholded versions. Properties of the estimators for non-homogeneous Poisson processes follow as special cases. An application is given for the series of daily Dow Jones indices. Extensions to more general settings are also indicated.
منابع مشابه
Some New Methods for Prediction of Time Series by Wavelets
Extended Abstract. Forecasting is one of the most important purposes of time series analysis. For many years, classical methods were used for this aim. But these methods do not give good performance results for real time series due to non-linearity and non-stationarity of these data sets. On one hand, most of real world time series data display a time-varying second order structure. On th...
متن کاملDepth estimation of gravity anomalies by S-transform of analytic signal
The S-transform has widely been used in the analysis of non-stationary time series. A simple method to obtain depth estimates of gravity field sources is introduced in this study. We have developed a new method based on the spectral characteristics of downward continuation to estimate depth of structures. This calculation procedure is based on replacement of the Fourier transform with the S-Tra...
متن کاملA New Approach for Determination of Neck-Pore Size Distribution of Porous Membranes via Bubble Point Data
Reliable estimation of the porous membranes neck-pore size distribution (NPSD) is the key element in the design and operation of all membrane separation processes. In this paper, a new approach is presented for reliable of NPSD of porous membranes using wet flow-state bubble point test data. For this purpose, a robust method based on the linear regularization theory is developed to extract NPSD...
متن کاملChange Point Estimation in High Yield Processes in the Presence of Serial Correlation
Change point estimation is as an effective method for identifying the time of a change in production and service processes. In most of the statistical quality control literature, it is usually assumed that the quality characteristic of interest is independently and identically distributed over time. It is obvious that this assumption could be easily violated in practice. In this paper, we use m...
متن کاملEstimation of Erosion and Sediment by Geomorphology Method for Assessing Watershed Management projects: A Case of Safaroud Watershed in Mazandaran Province
Extended abstract 1- Introduction The degradation of natural resources in recent decades has led to increasing the erosion and an increase in the sediment production rates. Many activities are carried out at watershed level in order to control the destruction and decrease its effects. Assessment of watershed management projects is one of the most important issues performed today of implementa...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2009