Interarrival times in a counting process and bird watching
We determine simple approximate relations between the distributions of the interarrival times and the total time of a stopped counting pro- cess, under the assumption of small intensities. These relations sug- gest applying recent results for nonparametric estimation of monotone and convex densities. The results are applied to estimating the distri- bution of the period of stay of migrating birds.
