Nearest neighbor estimation of the intensity function of a cyclic Poisson process
We consider the problem of estimating the intensity function of a cyclic Poisson point process. We suppose that only a single realization of the cyclic Poisson point process is observed within a bounded 'window', and our aim is to estimate consistently the intensity function at a given point. A nearest neighbor estimator of the intensity function is proposed, and we show that our estimator is weakly and strongly consistent, as the window expands.
|Point processes (msc 60G55), Estimation (msc 62G05), Asymptotic properties (msc 62G20)|
|CWI. Probability, Networks and Algorithms [PNA]|
|Organisation||Stochastic Dynamics and Discrete Probability|
Mangku, I.W. (1999). Nearest neighbor estimation of the intensity function of a cyclic Poisson process. CWI. Probability, Networks and Algorithms [PNA]. CWI.