PENDUGAAN KOMPONEN PERIODIK FUNGSI INTENSITAS BERBENTUK FUNGSI PERIODIK KALI TREN LINEAR SUATU PROSES POISSON NON-HOMOGEN

Abstract

In this manuscript, estimation of the periodic component of intensity having form periodic function multiplied by the linear trend of a non homogeneous Poisson process is discussed. The estimator is constructed using a single realization of the Poisson process observed in the interval  0,𝑛 . It is assumed that the period of the periodic component is known. The convergence of the Mean Square Error (MSE) of the estimator has been proved. In addition, asymptotic approximations to the bias, variance, and Mean Square Error (MSE) of the estimator have been proved. An asymptotic optimal bandwidth is also given.