Displaying similar documents to “Exponential smoothing for irregular time series”

On Bayesian estimation in an exponential distribution under random censorship

Michal Friesl, Jan Hurt (2007)

Kybernetika

Similarity:

The paper gives some basic ideas of both the construction and investigation of the properties of the Bayesian estimates of certain parametric functions of the parent exponential distribution under the model of random censorship assuming the Koziol–Green model. Various prior distributions are investigated and the corresponding estimates are derived. The stress is put on the asymptotic properties of the estimates with the particular stress on the Bayesian risk. Small sample properties...

A new characterization of geometric distribution

Sudhansu S. Maiti, Atanu Biswas (2007)

Kybernetika

Similarity:

A characterization of geometric distribution is given, which is based on the ratio of the real and imaginary part of the characteristic function.

Marginal problem, statistical estimation, and Möbius formula

Martin Janžura (2007)

Kybernetika

Similarity:

A solution to the marginal problem is obtained in a form of parametric exponential (Gibbs–Markov) distribution, where the unknown parameters are obtained by an optimization procedure that agrees with the maximum likelihood (ML) estimate. With respect to a difficult performance of the method we propose also an alternative approach, providing the original basis of marginals can be appropriately extended. Then the (numerically feasible) solution can be obtained either by the maximum pseudo-likelihood...