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Matematika IPB

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Informasi Publikasi

Judul Artikel : A non-parametric estimators for the doubly periodic Poisson Intensity Function
Penulis : Roelof Helmers, I Wayan Mangku, Ricardas Zitikis (2007)
Judul Publikasi : Statistical Methodology No.4 hal. 481-492
Jenis : Jurnal Internasional
Bahasa : English
Abstrak : In a series of papers, J. Garrido and Y. Lu have proposed and investigated a doubly periodic Poisson model, and then applied it to analyze hurricane data. The authors have suggested several parametric models for the underlying intensity function. In the present paper we construct and analyze a non-parametric estimator for the doubly periodic intensity function. Assuming that only a single realization of the process is available in a bounded window, we show that the estimator is consistent and asymptotically normal when the window expands indefinitely. In addition, we calculate the asymptotic bias and variance of the estimator, and in this way gain helpful information for optimizing the performance of the estimator.
URL : link
Link Penulis
No Nama Dosen
1 Prof. Dr. Ir. I Wayan Mangku, M.Sc.

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