- Volume 10, Number 1 (2004), 1-24.
Counting process intensity estimation by orthogonal wavelet methods
In recent years wavelet-based methods have been proposed to estimate density and regression functions, most often in settings with independent and identically distributed observations. An attractive feature of these methods is that the rate of convergence is unaffected by the presence of discontinuities in the function being estimated. We provide structure and mean-square analyses of wavelet-based estimators of counting process intensities in the context of the multiplicative intensity model.
Bernoulli, Volume 10, Number 1 (2004), 1-24.
First available in Project Euclid: 23 February 2004
Permanent link to this document
Digital Object Identifier
Mathematical Reviews number (MathSciNet)
Zentralblatt MATH identifier
Patil, Prakash N.; Wood, Andrew T.A. Counting process intensity estimation by orthogonal wavelet methods. Bernoulli 10 (2004), no. 1, 1--24. doi:10.3150/bj/1077544601. https://projecteuclid.org/euclid.bj/1077544601