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.
|ジャーナル||Annals of the Institute of Statistical Mathematics|
|出版物ステータス||Published - 2012 10 1|
ASJC Scopus subject areas
- Statistics and Probability