| Article ID: | iaor1992387 |
| Country: | United States |
| Volume: | 37 |
| Start Page Number: | 45 |
| End Page Number: | 63 |
| Publication Date: | Jul 1991 |
| Journal: | Management Science |
| Authors: | Leemis Lawrence M. |
| Keywords: | simulation, statistics: empirical, statistics: inference |
A nonparametric technique for estimating the cumulative intensity function of a nonhomogeneous Poisson process from one or more realizations is developed. This technqiue does not require any arbitrary parameters from the modeler, and the estimated cumulative intensity function can be used to generate a point process for Monte Carlo simulation by inversion. Three examples are given.