I. Introduction
Counting processes are widely used in engineering to describe systems where stochastic events occur, such as genomics, biology, econometrics, communications and networks, see [2]. In these problems, the aim is to estimate the intensity function, which determines the instantaneous rate of occurrence of an event. In the statistical literature, this topic has been extensively discussed in several previous works. Procedures based on kernel estimation [29], cross-validation [20], wavelet methods [26], local polynomial estimators [13], model selection [30] are considered for the non-parametric estimation of the intensity.