Pendugaan komponen periodik fungsi intensitas berbentuk fungsi periodik kali tren linear suatu proses poisson non-homogen

Abstract

In this manuscript, estimation of the periodic component of an intensity function with a form of periodic function multiplied by a linear trend of a non homogeneous Poisson process is discussed. The estimator is constructed using a single realization of a Poisson process observed in the interval It is assumed that the period of the periodic component is known. The convergence of the mean square error (MSE) of the estimator has been proved. In addition, asymptotic approximations to the bias, variance, and mean square error of the estimator have been established. An asymptotic optimal bandwidth has also been found.