Displaying similar documents to “Preface”

Identification of parametric models with a priori knowledge of process properties

Krzysztof B. Janiszowski, Paweł Wnuk (2016)

International Journal of Applied Mathematics and Computer Science

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An approach to estimation of a parametric discrete-time model of a process in the case of some a priori knowledge of the investigated process properties is presented. The knowledge of plant properties is introduced in the form of linear bounds, which can be determined for the coefficient vector of the parametric model studied. The approach yields special biased estimation of model coefficients that preserves demanded properties. A formula for estimation of the model coefficients is derived...

Nonparametric estimation of the jump rate for non-homogeneous marked renewal processes

Romain Azaïs, François Dufour, Anne Gégout-Petit (2013)

Annales de l'I.H.P. Probabilités et statistiques

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This paper is devoted to the nonparametric estimation of the jump rate and the cumulative rate for a general class of non-homogeneous marked renewal processes, defined on a separable metric space. In our framework, the estimation needs only one observation of the process within a long time. Our approach is based on a generalization of the multiplicative intensity model, introduced by Aalen in the seventies. We provide consistent estimators of these two functions, under some assumptions...