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

页码：37 / 48

页数：12

共 45 条

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