Article ID Journal Published Year Pages File Type
10524540 Journal of Multivariate Analysis 2005 23 Pages PDF
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.
Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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