Statistical properties of a kernel-type estimator of the intensity function of a cyclic Poisson process

Roelof Helmers, I. Wayan Mangku and Ricardas Zitikis

Journal of Multivariate Analysis, 2005, vol. 92, issue 1, 1-23

Abstract: We consider a kernel-type nonparametric estimator of the intensity function of a cyclic Poisson process when the period is unknown. We assume that only a single realization of the Poisson process is observed in a bounded window which expands in time. We compute the asymptotic bias, variance, and the mean-squared error of the estimator when the window indefinitely expands.

Keywords: Poisson; process; Point; process; Intensity; function; Period; Nonparametric; estimation; Consistency; Bias; Variance; Mean-squared; error (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (7)

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