Estimation and Testing of an Exponential Polynomial Rate Function Within the Nonstationary Poisson Process
非平稳泊松过程中指数多项式强度函数的估计与检验
This paper presents a numerical method of statistical inference which overcomes some mathematical difficulties encountered in the nonstationary Poisson process by taking full advantage of modern computing equipment. The maximum likelihood estimator of an exponential polynomial rate function has moments equal to the corresponding sums of powers of the observed event times. A numerieal determination of this function is demonstrated. The information matrix, a simple function of…