Window based estimation of the intensity of a doubly stochastic Poisson process

Tasks related to advanced management of telecommunications networks, such as optimal dynamic routing or dynamic allocation of bandwidth for virtual paths in an ATM network, call for a method to estimate the current call arrival intensities. Such an estimate must be based on the observed history of the call arrival instants. In this paper, we study window type estimators with the purpose of giving a clear idea of their accuracy. In particular, …