Re-colouring the Intensity-Based Bootstrap for Point Processes

Abstract

A method for obtaining bootstrapping replicates for one-dimensional point processes is presented. The method involves estimating the conditional intensity of the process and computing residuals. The residuals are bootstrapped using a block bootstrap and used, together with the conditional intensity, to define the bootstrap realizations. The method is applied to the estimation of the cross-intensity function for data arising from a reaction time experiment.