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.

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CWI
CWI. Probability, Networks and Algorithms [PNA]
Stochastic Dynamics and Discrete Probability

Helmers, R., Mangku, 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.