Strong Consistency and Asymptotic Distribution of Estimator for the Intensity Function Having Form of Periodic Function Multiplied by Power Function Trend of a Poisson Process
Journal Title: International Journal of Engineering and Management Research - Year 2018, Vol 8, Issue 2
Abstract
This manuscript discusses the strong consistency and the asymptotic distribution of an estimator for a periodic component of the intensity function having a form of periodic function multiplied by power function trend of a non-homogeneous Poisson process by using a uniform kernel function. It is assumed that the period of the periodic component of intensity function is known. An estimator for the periodic component using only a single realization of a Poisson process observed at a certain interval has been constructed. This estimator has been proved to be strongly consistent if the length of the observation interval indefinitely expands. Computer simulation also showed the asymptotic normality of this estimator.
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- EP ID EP304012
- DOI 10.31033/ijemr.v8i02.11652
- Views 123
- Downloads 0
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