CONSISTENCY OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND

I Wayan Mangku, Siswadi -, Retno Budiarti

Abstract


A consistent kernel-type nonparametric estimator of the intensity function of a cyclic Poisson process in the presence of linear trend is constructed and investigated. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that the proposed estimator is consistent when the size of the window in definitely expands.

DOI : http://dx.doi.org/10.22342/jims.15.1.42.37-48


Keywords


cyclic Poisson process, intensity function, linear trend, nonparametric estima- tion, consistency

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DOI: https://doi.org/10.22342/jims.15.1.42.37-48

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Journal of the Indonesian Mathematical Society
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p-ISSN: 2086-8952 | e-ISSN: 2460-0245


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