ASYMPTOTIC NORMALITY OF A KERNEL-TYPE ESTIMATOR FOR THE INTENSITY OF A PERIODIC POISSON PROCESS

Main Author: MANGKU, I W.; Bogor Agricultural University
Format: Article info application/pdf eJournal
Bahasa: eng
Terbitan: Dept. of Mathematics, Bogor Agricultural University , 2006
Online Access: http://journal.ipb.ac.id/index.php/jmap/article/view/20286
http://journal.ipb.ac.id/index.php/jmap/article/view/20286/14011
Daftar Isi:
  • In this paper we prove asymptotic normality of a kernel type estimator for the intensity of a periodic Poisson process. This paper is a continuation of [10]. As in [10], we consider the situation when the period is known in order to be able to present simple proofs of the results.1991 Mathematics Subject Classification: 60G55, 62G05, 62G20.