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February 2004 Counting process intensity estimation by orthogonal wavelet methods
Prakash N. Patil, Andrew T.A. Wood
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Bernoulli 10(1): 1-24 (February 2004). DOI: 10.3150/bj/1077544601


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.


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Prakash N. Patil. Andrew T.A. Wood. "Counting process intensity estimation by orthogonal wavelet methods." Bernoulli 10 (1) 1 - 24, February 2004.


Published: February 2004
First available in Project Euclid: 23 February 2004

zbMATH: 1040.62075
MathSciNet: MR2044591
Digital Object Identifier: 10.3150/bj/1077544601

Rights: Copyright © 2004 Bernoulli Society for Mathematical Statistics and Probability


Vol.10 • No. 1 • February 2004
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