Statistical properties of an estimator for the mean function of a compound cyclic Poisson process in the presence of linear trend

The problem of estimating the mean function of a compound cyclic Poisson process with linear trend is considered. An estimator of this mean function is constructed and investigated. The cyclic component of intensity function of this process is not assumed to have any parametric form, but its period is assumed to be known. The slope of the linear trend is assumed to be positive, but its value is unknown. Moreover, we consider the case when there is only a single realization of the Poisson process is observed in a bounded interval. Asymptotic bias and variance of the proposed estimator are computed, when the size of interval indefinitely expands.