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Matematika IPB

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Informasi Publikasi

Judul Artikel : A Note on Estimation of the Global Intensity of a Cyclic Poisson Process in the Presence of Linear Trend
Penulis : I Wayan Mangku (2005)
Judul Publikasi : Journal of Mathematics and Its Applications Vol.4 No.2 hal. 1-12
Nama Penerbit : Departemen of Matematics IPB
Kota : Bogor
Jenis : Jurnal Nasional
Bahasa : English
Abstrak : We construct and investigate a consistent kernel-type nonparametric estimator of the global intensity of a cyclic Poisson process in the presence of linear trend. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that the proposed estimator is consistent when the size of the window indefinitely expands. The asymptotic bias and variance of the proposed estimator are computed. Bias reduction of the estimator is also proposed.
 
Link Penulis
No Nama Dosen
1 Prof. Dr. Ir. I Wayan Mangku, M.Sc.

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