CONVERGENCE OF MSE OF A UNIFORM KERNEL ESTIMATOR FOR INTENSITY OF A PERIODIC POISSON PROCESS WITH UNKNOWN PERIOD
AbstractConvergence of MSE (Mean-Squared-Error) 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 . The aim of this paper is to present an alternative and a relatively simpler proof of convergence for the MSE of the estimator compared to the one in . This is a joint work with R. Helmers and R. Zitikis.
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