We consider a kernel-type nonparametric estimator of the intensity function of a cyclic Poisson process when the period is unknown. We assume that only a single realization of the Poisson process is observed in a bounded window which expands in time. We compute the asymptotic bias, variance, and the mean squared error of the estimator when the window indefinitely expands.

Point processes (msc 60G55), Estimation (msc 62G05), Asymptotic properties (msc 62G20)
CWI
CWI. Probability, Networks and Algorithms [PNA]
Stochastic Dynamics and Discrete Probability

Helmers, R, Mangku, I.W, & Zitikis, R. (2001). Statistical properties of a kernel type estimator of the intensity function of a cyclic poisson process. CWI. Probability, Networks and Algorithms [PNA]. CWI.