WEAK AND STRONG CONVERGENCE OF A KERNEL-TYPE ESTIMATOR FOR THE INTENSITY OF A PERIODIC POISSON PROCESSS
Author(s) -
I Wayan Mangku
Publication year - 2006
Publication title -
milang journal of mathematics and its applications
Language(s) - English
Resource type - Journals
ISSN - 2963-5233
DOI - 10.29244/jmap.5.1.1-12
Subject(s) - estimator , mathematics , kernel (algebra) , poisson distribution , convergence (economics) , simple (philosophy) , type (biology) , mathematical proof , poisson process , weak convergence , uniform convergence , intensity (physics) , calculus (dental) , pure mathematics , statistics , computer science , physics , geometry , philosophy , dentistry , economic growth , biology , epistemology , economics , computer security , asset (computer security) , computer network , bandwidth (computing) , quantum mechanics , ecology , medicine
In this paper we survey some results on weak and strong convergence of kernel type estimators for the intensity of a periodic Poisson process. We consider the situation when the period is known in order to be able to present simple proofs of the results. For the more general results, which includes the case when the period is unknown, we refer to [15], [16].1991 Mathematics Subject Classication: 60G55, 62G05, 62G20.
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