Sebaran asimtotik penduga turunan pertama dan turunan kedua fungsi intensitas proses poisson periodik

Abstract

This manuscript is concerned with estimation of the first and second derivatives of intensity function of a periodic Poisson process. To construct the estimators for the first and second derivatives of this intensity function, an estimator for the intensity function itself is formulated. Then, the statistical properties of the estimators for the first and second derivatives of the intensity function are discussed. Finally, an asymptotic normality of those estimators are established.