Estimation of the Local Intensity of a Cyclic Poisson Process by Means of Nearest Neighbor Distances

I. Wayan Mangku
Journal article Jurnal Matematika dan Aplikasinya • 2002

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(English, 12 pages)

Abstract

We consider the problem of estimating the local intensity of a cyclic Poisson point process, when we know the period. We suppose that only a single realization of the cyclic Poisson point process is observed within a bounded 'window', and our aim is to estimate consistently the local intensity at a given point. A nearest neighbor estimator of the local intensity is proposed, and we show that our estimator is weakly and strongly consistent, as the window expands.

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Jurnal Matematika dan Aplikasinya

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