ARTICLE
TITLE

CONSISTENCY OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND

SUMMARY

A consistent kernel-type nonparametric estimator of the intensity function of a cyclic Poisson process in the presence of linear trend is constructed and investigated. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that the proposed estimator is consistent when the size of the window in definitely expands.DOI : http://dx.doi.org/10.22342/jims.15.1.42.37-48

PAGES
pp. 37 - 48
COLLECTIONS
Mathematics

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