A note of kernel smoothing of an estimator of a periodic function in the multiplicative intensity model

Jacek Leskow

Statistics & Probability Letters, 1989, vol. 7, issue 5, 395-400

Abstract: The estimator obtained by the kernel regularization of the sieve-based maximum likelihood estimator (MLE) of a periodic function in the multiplicative intensity model is considered. Under some regularity assumptions it is shown that this estimator is L1 consistent and asymptotically normal. The paper generalizes the result of Leskow (1988) obtained for a histogram estimator in this model.

Keywords: kernel; method; sieve-based; maximum; likelihood; estimator; periodic; function; mixing; property (search for similar items in EconPapers)
Date: 1989
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