STRONG CONVERGENCE OF A UNIFORM KERNEL ESTIMATOR FOR INTENSITY OF A PERIODIC POISSON PROCESS WITH UNKNOWN PERIOD

Abstract

Strong convergence of a uniform kernel estimator for intensity of a periodic Poisson process with unknowm period is presented and proved. The result presented here is a special case of the one in [3]. The aim of this paper is to present an alternative and a relatively simpler proof of strong convergence compared to the one in [3]. This is a joint work with R. Helmers and R. Zitikis.
1991 Mathematics Subject Classication: 60G55, 62G05, 62G20.