Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10524540 | Journal of Multivariate Analysis | 2005 | 23 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Roelof Helmers, I.Wayan Mangku, RiÄardas Zitikis,