CONVERGENCE OF MSE 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. 8 No. 2 (2009): Journal of Mathematics and Its Applications

Convergence of MSE (Mean-Squared-Error) 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 convergence for the MSE of the estimator compared to the one in [3]. This is a joint work with R. Helmers and R. Zitikis.