2001
Statistical properties of a kernel type estimator of the intensity function of a cyclic poisson process
Publication
Publication
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.
Additional Metadata | |
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Point processes (msc 60G55), Estimation (msc 62G05), Asymptotic properties (msc 62G20) | |
CWI | |
CWI. Probability, Networks and Algorithms [PNA] | |
Organisation | 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.
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