We formulate and evaluate weighted and ordinary least squares procedures for estimating the parametric rate function of a nonhomogeneous Poisson process. Special emphasis is given to processes having an exponential rate function, where the exponent may include a polynomial component or some trigonometric components or both. Theoretical and experimental evidence is provided to explain some surprising problems with the weighted least squares procedure. The ordinary least squares procedure is based on a square root transformation of the “detrended” event times; and the results of an extensive Monte Carlo study are summarized to show the advantages and disadvantages of this procedure.

Date of creation, presentation, or exhibit



In the Proceedings of the 1998 Winter Simulation Conference, Piscataway, New Jersey, pp. 637--645, December, 1988 Note: imported from RIT’s Digital Media Library running on DSpace to RIT Scholar Works in February 2014.

Document Type

Conference Proceeding

Department, Program, or Center

Industrial and Systems Engineering (KGCOE)


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