A NOTE ON ESTIMATION OF THE GLOBAL INTENSITY OF A CYCLIC POISSON PROCESS IN THE PRESENCE OF LINEAR TREND | Zendy

I Wayan Mangku | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

A NOTE ON ESTIMATION OF THE GLOBAL INTENSITY OF A CYCLIC POISSON PROCESS IN THE PRESENCE OF LINEAR TREND

Author(s) -

I Wayan Mangku

Publication year - 2005

Publication title -

milang journal of mathematics and its applications

Language(s) - English

Resource type - Journals

ISSN - 2963-5233

DOI - 10.29244/jmap.4.2.1-12

Subject(s) - estimator , mathematics , poisson distribution , compound poisson process , minimum variance unbiased estimator , bounded function , nonparametric statistics , kernel (algebra) , realization (probability) , poisson process , statistics , mathematical analysis , discrete mathematics

. We construct and investigate a consistent kernel-type non parametric estimator of the global intensity of a cyclic Poisson process in the presence of linear trend. 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 indefinitely expands. The asymptotic bias and variance of the proposed estimator are computed. Bias reductionof the estimator is also proposed. 1991 Mathematics Subject Classification: 60G55, 62GO5, 62G20. Keywords and Phrases: cyclic Poisson process, global intensity, linear trend, nonparametric estimation, consistency, bias, variance.

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research