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

I W. MANGKU (Bogor Agricultural University)

Milang Journal of Mathematics and Its Applications
Vol. 7 No. 2 (2008): Journal of Mathematics and Its Applications

A uniform kernel estimator for intensity of a periodic Poisson process with unknowm period is presented and a proof of its consistency is discussed. The result presented in this paper is a special case of that in [3]. The aim of discussing a uniform kernel estimator is in order to be able to present a relatively simpler proof of consistency compared to that in [3]. This is a joint work with R. Helmers and R. Zitikis.1991 Mathematics Subject Classi¯cation: 60G55, 62G05, 62G20.