Stationary random graphs with prescribed iid degrees on a spatial Poisson process.
Stationary solutions and forward equations for controlled and singular martingale problems.
Stationary solutions for heat equation perturbed by general additive noise.
Stationary solutions for integer-valued autoregressive processes.
Statistical analysis of the generalized additive semiparametric survival model with random covariates.
Generalizations of the additive hazards model are considered. Estimates of the regression parameters and baseline function are proposed, when covariates are random. The asymptotic properties of estimators are considered.
Statistical aspects of associativity for copulas
In this paper we study in detail the associativity property of the discrete copulas. We observe the connection between discrete copulas and the empirical copulas, and then we propose a statistic that indicates when an empirical copula is associative and obtain its main statistical properties under independence. We also obtained asymptotic results of the proposed statistic. Finally, we study the associativity statistic under different copulas and we include some final remarks about associativity...
Statistical causality and adapted distribution
In the paper D. Hoover, J. Keisler: Adapted probability distributions, Trans. Amer. Math. Soc. 286 (1984), 159–201 the notion of adapted distribution of two stochastic processes was introduced, which in a way represents the notion of equivalence of those processes. This very important property is hard to prove directly, so we continue the work of Keisler and Hoover in finding sufficient conditions for two stochastic processes to have the same adapted distribution. For this purpose we use the concept...
Statistical convergence of a sequence of random variables and limit theorems
In this paper the ideas of three types of statistical convergence of a sequence of random variables, namely, statistical convergence in probability, statistical convergence in mean of order and statistical convergence in distribution are introduced and the interrelation among them is investigated. Also their certain basic properties are studied.
Statistical estimates of the parameters of stable laws
Statistical Inference about the Drift Parameter in Stochastic Processes
In statistical inference on the drift parameter in the Wiener process with a constant drift there is a large number of options how to do it. We may, for example, base this inference on the properties of the standard normal distribution applied to the differences between the observed values of the process at discrete times. Although such methods are very simple, it turns out that more appropriate is to use the sequential methods. For the hypotheses testing about the drift parameter it is more...
Statistical inference for stochastic parabolic equations: a spectral approach.
Statistical inference on the traffic intensity for the M/M/ queueing system.
Statistical linear spaces. I. Properties of , -topology
Statistical maps: a categorical approach
Statistical maps. I: Basic properties
Statistical maps. II: Operational random variables and the Bell phenomenon
Statistical Modelling: Application to the financial sector
Our research is centred on the stochastic structure of matched open populations, subjected to periodical reclassifications. These populations are divided into sub-populations. In our application we considered two populations of customers of a bank: with and without account manager. Two or more of such population are matched when there is a 1-1 correspondence between their sub-populations and the elements of one of them can go to another, if and only if the same occurs with elements from the...
Statistical models for analysing criminal careers
Statistical problems on point processes
Statistical procedures for spatial point pattern recognition.
Spatial structures in the form of point patterns arise in many different contexts, and in most of them the key goal concerns the detection and recognition of the underlying spatial pattern. Particularly interesting is the case of pattern analysis with replicated data in two or more experimental groups. This paper compares design-based and model-based approaches to the analysis of this kind of spatial data. Basic questions about pattern detection concern estimating the properties of the underlying...