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Avtomatika i Telemekhanika, 1978, Issue 7, Pages 44–52 (Mi at9769)  
Stochastic Systems

On forecasting nonstationary Poisson fluxes

A. A. Snegovoi, Yu. D. Umrikhin

Moscow
Full-text PDF (1339 kB)
Abstract: In forecasting nonstationary Poisson fluxes the unknown intensity function $(t)$ is represented as a linear form of a finite number of linearly independent time functions with unknown coefficients. Possible ways to obtain an estimate of unknown coefficients are analyzed. The asymptotic properties of proposed estimates are investigated.

Received: 03.05.1977
Bibliographic databases:
Document Type: Article
UDC: 65.012.1.122
Language: Russian
Citation: A. A. Snegovoi, Yu. D. Umrikhin, “On forecasting nonstationary Poisson fluxes”, Avtomat. i Telemekh., 1978, no. 7, 44–52; Autom. Remote Control, 39:7 (1978), 972–979
Citation in format AMSBIB
\Bibitem{SneUmr78}
\by A.~A.~Snegovoi, Yu.~D.~Umrikhin
\paper On forecasting nonstationary Poisson fluxes
\jour Avtomat. i Telemekh.
\yr 1978
\issue 7
\pages 44--52
\mathnet{http://mi.mathnet.ru/at9769}
\zmath{https://zbmath.org/?q=an:0422.93083}
\transl
\jour Autom. Remote Control
\yr 1978
\vol 39
\issue 7
\pages 972--979
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