We construct and investigate a consistent 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. In particular, we prove that the proposed estimator is weakly and strongly consistent when the size of the window 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. (1999). Consistent estimation of the intensity function of a cyclic Poisson process. CWI. Probability, Networks and Algorithms [PNA]. CWI.