ABSTRACT
Point processes occur widely in applications in modeling of many phenomena in physical, technical, economic, biological sciences, and many other areas (cf. [16, 37 It is well known that the Poisson process is a satisfactory model for events like times for radioactive decay, arrival times for service, times of rejection of complex electronic equipment, etc. Poisson process of variable intensity has been found useful in modeling the number of calls waiting on telephone at different times of the day, the times of change in cathode temperature, etc. Parametric inference for such processes has been discussed in [32] and more recently in [29]. Statistical inference for counting processes in general is extensively discussed in [6] and [18].
