A model discrimination method for processes with different memory structure.

Freidlin, Mark; Pfeiffer, Ruth

Displaying similar documents to “A model discrimination method for processes with different memory structure.”

Time series modelling of the Kobe-Osaka earthquake recordings.

Singh, N., Tampubolon, D., Yadavalli, V. S. S. (2002)

International Journal of Mathematics and Mathematical Sciences

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Checking proportional rates in the two-sample transformation model

David Kraus (2009)

Kybernetika

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Transformation models for two samples of censored data are considered. Main examples are the proportional hazards and proportional odds model. The key assumption of these models is that the ratio of transformation rates (e. g., hazard rates or odds rates) is constant in time. A~method of verification of this proportionality assumption is developed. The proposed procedure is based on the idea of Neyman's smooth test and its data-driven version. The method is suitable for detecting monotonic...

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...

Spatio-temporal modelling of a Cox point process sampled by a curve, filtering and Inference

Blažena Frcalová, Viktor Beneš (2009)

Kybernetika

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The paper deals with Cox point processes in time and space with Lévy based driving intensity. Using the generating functional, formulas for theoretical characteristics are available. Because of potential applications in biology a Cox process sampled by a curve is discussed in detail. The filtering of the driving intensity based on observed point process events is developed in space and time for a parametric model with a background driving compound Poisson field delimited by special test...