JTAM (Jurnal Teori dan Aplikasi Matematika)
Vol 6, No 4 (2022): October

Asymptotic Distribution of an Estimator for Variance Function of a Compound Periodic Poisson Process with Power Function Trend

Muhammad Wiranadi Utama (Mathematics Department, IPB University)
I Wayan Mangku (Mathematics Department, IPB University)
Bib Paruhum Silalahi (Mathematics Department, IPB University)



Article Info

Publish Date
08 Oct 2022

Abstract

In this paper, an asymptotic distribution of the estimator for the variance function of a compound periodic Poisson process with power function trend is discussed. The periodic component of this intensity function is not assumed to have a certain parametric form, except it is a periodic function with known period. The slope of power function trend is assumed to be positive, but its value is unknown. The objectives of this research are to modify the existing variance function estimator and to determine its asymptotic distribution. This research begins by modifying the formulation of the variance function estimator. After the variance function is obtained, the research is continued by determining the asymptotic distribution of the variance function estimator of the compound periodic Poisson process with a power function trend. The first result is modification of existing estimator so that its asymptotic distribution can be determined. The main result is asymptotic normality of the estimator of variance function of a compound periodic Poisson process with power function trend.

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Journal Info

Abbrev

jtam

Publisher

Subject

Mathematics

Description

Jurnal Teori dan Aplikasi Matematika (JTAM) dikelola oleh Program Studi Pendidikan Matematika FKIP Universitas Muhammadiyah Mataram dengan ISSN (Cetak) 2597-7512 dan ISSN (Online) 2614-1175. Tim Redaksi menerima hasil penelitian, pemikiran, dan kajian tentang (1) Pengembangan metode atau model ...