CONSISTENCY OF A UNIFORM KERNEL ESTIMATOR FOR INTENSITY OF A PERIODIC POISSON PROCESS WITH UNKNOWN PERIOD
A uniform kernel estimator for intensity of a periodic Poisson process with unknowm period is presented and a proof of its consistency is discussed. The result presented in this paper is a special case of that in . The aim of discussing a uniform kernel estimator is in order to be able to present a relatively simpler proof of consistency compared to that in . This is a joint work with R. Helmers and R. Zitikis.
1991 Mathematics Subject Classi¯cation: 60G55, 62G05, 62G20.