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