Journal of the Indonesian Mathematical Society
Volume 17 Number 1 (April 2011)

ASYMPTOTIC APPROXIMATIONS TO THE BIAS AND VARIANCE OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND

Mangku, I Wayan (Unknown)

Article Info

Publish Date
13 Feb 2011

Abstract

From the previous research, a kernel-type estimator of the intensity ofthe cyclic Poisson process with the linear trend has been constructed using a singlerealization of the Poisson process observed in a bounded interval. This proposedestimator has been proved to be consistent as the size of the observation intervaltends to innity. In this paper, asymptotic approximations to its bias, variance andMSE (Mean-Squared-Error) are computed. Asymptotically optimal bandwidth isalso derived.DOI : http://dx.doi.org/10.22342/jims.17.1.8.1-9

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Journal Info
Journal of the Indonesian Mathematical Society
Website

Abbrev

JIMS

Publisher

Indonesian Mathematical Society

Subject

Mathematics

Description

Journal of the Indonesian Mathematical Society disseminates new research results in all areas of mathematics and their applications. Besides research articles, the journal also receives survey papers that stimulate research in mathematics and their ...