Statistical estimation of parameters in Markov processes
O. Lange (1955)
Colloquium Mathematicae
Similarity:
Displaying similar documents to “Quasi-Likelihood Estimation for Ornstein-Uhlenbeck Diffusion Observed at Random Time Points”
Statistical estimation of parameters in Markov processes
On an estimation problem for type I censored spatial Poisson processes
Jan Hurt, Petr Lachout, Dietmar Pfeifer (2001)
Kybernetika
Similarity:
In this paper we consider the problem of estimating the intensity of a spatial homogeneous Poisson process if a part of the observations (quadrat counts) is censored. The actual problem has occurred during a court case when one of the authors was a referee for the defense.
A simple robust estimator of correlations for Gaussian stationary random sequences
Jan Hurt, Wiltrud Kuhlisch (1995)
Kybernetika
Similarity:
Robust Parametric Estimation of Branching Processes with a Random Number of Ancestors
Stoimenova, Vessela (2005)
Serdica Mathematical Journal
Similarity:
2000 Mathematics Subject Classification: 60J80. The paper deals with a robust parametric estimation in branching processes {Zt(n)} having a random number of ancestors Z0(n) as both n and t tend to infinity (and thus Z0(n) in some sense). The offspring distribution is considered to belong to a discrete analogue of the exponential family – the class of the power series offspring distributions. Robust estimators, based on one and several sample paths, are proposed and studied...