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ASYMPTOTIC APPROXIMATIONS TO THE BIAS AND VARIANCE OF A KERNEL-TYPE ESTIMATOR OF THE INTENSITY OF THE CYCLIC POISSON PROCESS WITH THE LINEAR TREND
From the previous research, a kernel-type estimator of the intensity ofthe cyclic Poisson process with the linear trend has been constructed using a singlerealization of the Poisson process observed in a bounded interval. This proposedestimator has been proved to be consistent as the size of the observation intervaltends to innity. In this paper, asymptotic approximations to its bias, variance andMSE (Mean-Squared-Error) are computed. Asymptotically optimal bandwidth isalso derived.
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Journal of the Indonesian Mathematical Society ( p-ISSN:2086-8952 | e-ISSN:2460-0245) published by the Indonesian Mathematical Society (IndoMS).
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