STRONG CONVERGENCE OF A UNIFORM KERNEL ESTIMATOR FOR INTENSITY OF A PERIODIC POISSON PROCESS WITH UNKNOWN PERIOD

Main Author: MANGKU, I W.; Bogor Agricultural University
Format: Article info application/pdf eJournal
Bahasa: eng
Terbitan: Dept. of Mathematics, Bogor Agricultural University , 2009
Online Access: http://journal.ipb.ac.id/index.php/jmap/article/view/20461
http://journal.ipb.ac.id/index.php/jmap/article/view/20461/14119
Daftar Isi:
  • Strong convergence of a uniform kernel estimator for intensity of a periodic Poisson process with unknowm period is presented and proved. The result presented here is a special case of the one in [3]. The aim of this paper is to present an alternative and a relatively simpler proof of strong convergence compared to the one in [3]. This is a joint work with R. Helmers and R. Zitikis.1991 Mathematics Subject Classication: 60G55, 62G05, 62G20.