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

dc.contributor.author	Mangku, Wayan
dc.date.accessioned	2013-05-08T07:34:35Z
dc.date.available	2013-05-08T07:34:35Z
dc.date.issued	2005
dc.identifier.issn	1412-677X
dc.identifier.uri	http://repository.ipb.ac.id/handle/123456789/63443
dc.identifier.uri	http://journal.ipb.ac.id/index.php/jma/article/view/6790
dc.description.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.	en
dc.publisher	Dept. Matematika FMIPA-IPB
dc.relation.ispartofseries	Vol. 4;No. 2
dc.subject	cyclic poisson process	en
dc.subject	global intensity	en
dc.subject	linear trend	en
dc.subject	nonparametric estimation	en
dc.subject	consistency	en
dc.subject	bias	en
dc.subject	variance	en
dc.title	A note on estimation of the global intensity of a cyclic poisson process in the presence of linear trend	en
dc.title.alternative	Jurnal Matematika dan Aplikasinya, Vol 4, No 2 (2005)	en
dc.type	Article	en