Kernel Type Estimator and Statistical Properties for Intensity Function of Periodic Poisson Process with Power Function Trend
Ro’fah Nur Rachmawati
DOI : 10.3844/jmssp.2012.403.412
Journal of Mathematics and Statistics
Volume 8, Issue 3
Problem statement: In this study, we construct the estimation for a periodic component of the intensity function of a periodic Poisson process in the presence of power function trend by using the general kernel function. Beside that we also construct the statistical properties of the estimator. Approach: It is considered the worst case where there is only available a single realization of the Poisson process having intensity which consist of a periodic component and a power function trend, observed in the interval [0, n]. It is assumed that the period of the periodic component and the slope of the power function trend are known. Results: It has been formulated the estimator and asymptotic approximations to the bias and variance of the estimator. Conclusion: The estimator that we construct is asymptotically unbiased estimator for a periodic component of the intensity function of a periodic Poisson process in the presence of a power function trend.
© 2012 Ro’fah Nur Rachmawati. This is an open access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are credited.