| Judul Artikel |
: |
Estimating the Variance Function of a Compound Cyclic Poisson Process |
| Penulis |
: |
Fitriani Ida Makhmudah, I Wayan Mangku and Hadi Sumarno (2016) |
| Judul Publikasi |
: |
Far East Journal of Mathematical Sciences (FJMS) Vol.100 No.6 hal. 911 - 922 |
| Nama Penerbit |
: |
Pushpa Publishing House |
| Kota |
: |
Allahabad 211 002, INDIA |
| Jenis |
: |
jurnal internasional |
| Bahasa |
: |
Inggris |
| Abstrak |
: |
An estimator of the variance function of a compound cyclic Poisson process is constructed and investigated. We do not assume any particular parametric form for the intensity function except that it is periodic. Moreover, we consider the case when there is only a single realization of the Poisson process observed in a bounded interval. The proposed estimator is proved to be weakly and strongly consistent when the size of the interval indefinitely expands. In addition, asymptotic approximations to the bias and variance of the proposed estimator are computed. |
| URL |
: |
link |
