| Article ID: | iaor20012567 |
| Country: | United States |
| Volume: | 46 |
| Issue: | 7 |
| Start Page Number: | 989 |
| End Page Number: | 998 |
| Publication Date: | Jul 2000 |
| Journal: | Management Science |
| Authors: | Leemis Lawrence M., Arkin Bradford L. |
| Keywords: | simulation, stochastic processes |
A nonparametric technique for estimating the cumulative intensity function of a nonhomogeneous Poisson process from one or more realizations on an interval is extended here to include realizations that overlap. This technique does not require any arbitrary parameters from the modeler, and the estimated cumulative intensity function can be used to generate a point process for simulation by inversion.