Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process

JOURNAL OF MULTIVARIATE ANALYSIS

卷:92

Article

Helmers, R ; Mangku, IW ; Zitikis, R

关键词: Poisson process;    point process;    intensity function;    period;    nonparametric estimation;    consistency;    bias;    variance;    mean-squared error;   

DOI  :  10.1016/S0047-259X(03)00082-4

来源: Elsevier

【 摘 要 】

We consider a 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 which expands in time. We compute the asymptotic bias, variance, and the mean-squared error of the estimator when the window indefinitely expands. (C) 2003 Elsevier Science (USA). All rights reserved.

【 授权许可】

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