CONSISTENCY OF A KERNEL-TYPE ESTIMATOR OF THE INTENCITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND

被引：0
|
作者：
Mangku, I. [1 ]
Siswadi [1 ]
Budiarti, Retno [1 ]
机构：
[1] Bogor Agr Univ, Fac Math & Nat Sci, Dept Math, Jl Meranti,Kampus IPB Darmaga, Bogor 16680, Indonesia
来源：
JOURNAL OF THE INDONESIAN MATHEMATICAL SOCIETY | 2009年 / 15卷 / 01期
关键词：
cyclic Poisson process; intensity function; linear trend; nonparametric estimation; consistency;
D O I：
暂无
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
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 indefinitely expands.
引用
收藏
页码：37 / 48
页数：12
相关论文
共 45 条
12345