Work

Strong Consistency of a Kernel-type Estimator for the Intensity Obtained as the Product of a Periodic Function with the Power Function Trend of a Non-homogeneous Poisson Process

Year: 2015
Type: article
Abstract: In [1], a kernel-type estimator for the intensity obtained as the product of a periodic function with the power function trend of a non-homogeneous Poisson process has been formulated. In addition, asymptotic approximations to the bias, variance and mean squared error of this estimator have been established. In this paper, we construct a proof of strong consistency of the estimator proposed in [1].
Institution: IPB University
Language: English
Open Access status: diamond
OpenAlex ID: W4243342969
FWCI: 0.368
Cites:
Cited by: 6
Related to: 10