Skip to content
Narrow screen resolution Wide screen resolution Auto adjust screen size Increase font size Decrease font size Default font size blue color orange color green color Sign In

Matematika IPB

Informasi Publikasi

Judul Artikel : Statistical Estimation of a Cyclic Poisson Intensity Function
Penulis : I Wayan Mangku (2005)
Judul Publikasi : Proceedings of International Conference on Applied Mathematics 2005 (ICAM05) hal. 109-116
Jenis : Makalah Seminar Internasional
Bahasa : English
Abstrak : We will survey some recent results on estimating the intensity function of a cyclic Poisson process. It is assumed that only a single realization of the Poisson process is observed in a bounded window. We prove that a nonparametric kernel type estimator of the intensity function of the cyclic Poisson process is consistent, when the size of the window expands. We also compute the asymptotic bias, variance and the mean-squared error of our estimator. Next, we consider the problem to estimate a cyclic Poisson intensity function in the presence of linear trend. For this slightly more complicated situation a new kernel type estimator of the cyclic part is proposed and investigated in detail. This joint work with R. Helmers (CWI, Amsterdam) and R. Zitikis (UWO, London Ont., Canada).
Link Penulis
No Nama Dosen
1 Prof. Dr. Ir. I Wayan Mangku, M.Sc.

Random Quotes

Buka mata lebar-lebar sebelum menikah dan pejamkan setengah setelah menikah.