1999
Consistent estimation of the intensity function of a cyclic Poisson process
Publication
Publication
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.
| Additional Metadata | |
|---|---|
| Point processes (msc 60G55), Estimation (msc 62G05), Asymptotic properties (msc 62G20) | |
| CWI | |
| CWI. Probability, Networks and Algorithms [PNA] | |
| Organisation | Stochastic Dynamics and Discrete Probability |
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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.
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