Some problems in nonparametric inference for the stress release process related to the local time

Takayuki Fujii, Yoichi Nishiyama

Research output: Contribution to journalArticle

1 Citation (Scopus)

Abstract

This paper is concerned with nonparametric statistics for the stress release process. We propose the local time estimator (LTE) for the stationary density and show that it is unbiased and uniformly consistent. The LTE is used in constructing an estimator for the intensity function. A goodness of fit test for the intensity function is also presented. In these studies, the local time of the stress release process plays an important role.

Original languageEnglish
Pages (from-to)991-1007
Number of pages17
JournalAnnals of the Institute of Statistical Mathematics
Volume64
Issue number5
DOIs
Publication statusPublished - 2012 Oct 1

Keywords

  • Goodness of fit test
  • Local time
  • Stationary density
  • Stress release process
  • Uniform consistency

ASJC Scopus subject areas

  • Statistics and Probability

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