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      A note on estimation of the global intensity of a cyclic poisson process in the presence of linear trend

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      Date
      2005
      Author
      Mangku, Wayan
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      Abstract
      ABSTRACT. 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.
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      http://repository.ipb.ac.id/handle/123456789/63443
      http://journal.ipb.ac.id/index.php/jma/article/view/6790
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      Copyright © 2020 Library of IPB University
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      Indonesia DSpace Group 
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