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Predicting a cyclic Poisson process

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Abstract

We construct and investigate a (1−α)-upper prediction bound for a future observation of a cyclic Poisson process using past data. A normal based confidence interval for our upper prediction bound is established. A comparison of the new prediction bound with a simpler nonparametric prediction bound is also given.

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Author information

Authors and Affiliations

  1. Centre for Mathematics and Computer Science (CWI), P.O. Box 94079, 1090 GB, Amsterdam, The Netherlands

    Roelof Helmers

  2. Department of Mathematics, Bogor Agricultural University, Jl. Meranti, Kampus IPB Darmaga, Bogor, 16680, Indonesia

    I. Wayan Mangku

Authors
  1. Roelof Helmers
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  2. I. Wayan Mangku
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Corresponding author

Correspondence to Roelof Helmers.

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Helmers, R., Mangku, I.W. Predicting a cyclic Poisson process. Ann Inst Stat Math 64, 1261–1279 (2012). https://doi.org/10.1007/s10463-012-0349-x

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  • DOI: https://doi.org/10.1007/s10463-012-0349-x

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