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Abstract

A consistent kernel-type nonparametric estimator of the intensity function of a cyclic Poisson process in the presence of linear trend is constructed and investigated. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that the proposed estimator is consistent when the size of the window in definitely expands.

DOI : http://dx.doi.org/10.22342/jims.15.1.42.37-48

Keywords

cyclic Poisson process intensity function linear trend nonparametric estima- tion consistency

Article Details

How to Cite
Mangku, I. W., -, S., & Budiarti, R. (2012). CONSISTENCY OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND. Journal of the Indonesian Mathematical Society, 15(1), 37–48. https://doi.org/10.22342/jims.15.1.42.37-48