Displaying similar documents to “Countable representation for infinite dimensional diffusions derived from the two-parameter Poisson-Dirichlet process.”

Estimation of reduced Palm distributions by random methods for Cox processes with unknown probability law

Emmanuelle Crétois (1995)

Applicationes Mathematicae

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Let N i , i ≥ 1, be i.i.d. observable Cox processes on [a,b] directed by random measures Mi. Assume that the probability law of the Mi is completely unknown. Random techniques are developed (we use data from the processes N 1 ,..., N n to construct a partition of [a,b] whose extremities are random) to estimate L(μ,g) = E(exp(-(N(g) - μ(g))) | N - μ ≥ 0).

Models of Alternating Renewal Process at Discrete Time

Bousseboua, Moussedek, Lazhar Rahmani, Fouad (2001)

Serdica Mathematical Journal

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We study a class of models used with success in the modelling of climatological sequences. These models are based on the notion of renewal. At first, we examine the probabilistic aspects of these models to afterwards study the estimation of their parameters and their asymptotical properties, in particular the consistence and the normality. We will discuss for applications, two particular classes of alternating renewal processes at discrete time. The first class is defined by laws of...