Article ID Journal Published Year Pages File Type
1151130 Statistical Methodology 2007 12 Pages PDF
Abstract

In a series of papers, J. Garrido and Y. Lu have proposed and investigated a doubly periodic Poisson model, and then applied it to analyze hurricane data. The authors have suggested several parametric models for the underlying intensity function. In the present paper we construct and analyze a non-parametric estimator for the doubly periodic intensity function. Assuming that only a single realization of the process is available in a bounded window, we show that the estimator is consistent and asymptotically normal when the window expands indefinitely. In addition, we calculate the asymptotic bias and variance of the estimator, and in this way gain helpful information for optimizing the performance of the estimator.

Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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