Displaying 21 – 40 of 78

Showing per page

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

Emmanuelle Crétois (1995)

Applicationes Mathematicae

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).

Hazard rate model and statistical analysis of a compound point process

Petr Volf (2005)

Kybernetika

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 behaviour....

Minimax results for estimating integrals of analytic processes

Karim Benhenni, Jacques Istas (2010)

ESAIM: Probability and Statistics

The problem of predicting integrals of stochastic processes is considered. Linear estimators have been constructed by means of samples at N discrete times for processes having a fixed Hölderian regularity s > 0 in quadratic mean. It is known that the rate of convergence of the mean squared error is of order N-(2s+1). In the class of analytic processes Hp, p ≥ 1, we show that among all estimators, the linear ones are optimal. Moreover, using optimal coefficient estimators derived through...

Currently displaying 21 – 40 of 78