(Received June 26, 1996; revised October 13, 1997)
Abstract. Under the presence of only one realization, we consider a computationally simple algorithm for estimating the intensity function of a Poisson process with exponential quadratic and cyclic of fixed frequency trends. We argue that the algorithm can successfully be used to estimate any Poisson intensity function provided that it has a parametric form.
Key words and phrases: Poisson process, point process, linear Poisson process, modulated Poisson process.
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