Displaying similar documents to “A zero-inflated geometric INAR(1) process with random coefficient”

Hazard rate model and statistical analysis of a compound point process

Petr Volf (2005)

Kybernetika

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A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study advantages of such an approach. First, a rather general model allowing for the dependence of both components mutually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process...

A counting process model of survival of parallel load-sharing system

Petr Volf, Aleš Linka (2001)

Kybernetika

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A system composed from a set of independent and identical parallel units is considered and its resistance (survival) against an increasing load is modelled by a counting process model, in the framework of statistical survival analysis. The objective is to estimate the (nonparametrized) hazard function of the distribution of loads breaking the units of the system (i. e. their breaking strengths), to derive the large sample properties of the estimator, and to propose a goodness-of-fit...

Development of the kriging method with application

Pavel Krejčíř (2002)

Applications of Mathematics

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This paper describes a modification of the kriging method for working with the square root transformation of a spatial random process. We have developed this method for the situation where the spatial process observed is not supposed to be stationary but the assumption is that its square root is a second order stationary spatial random process. Consequently this method is developed for estimating the integral of the process observed and finally some application of the method is given...

Graphical model selection for a particular class of continuous-time processes

Mattia Zorzi (2019)

Kybernetika

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Graphical models provide an undirected graph representation of relations between the components of a random vector. In the Gaussian case such an undirected graph is used to describe conditional independence relations among such components. In this paper, we consider a continuous-time Gaussian model which is accessible to observations only at time T . We introduce the concept of infinitesimal conditional independence for such a model. Then, we address the corresponding graphical model...