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

Takayuki Fujii, Yoichi Nishiyama

研究成果: Article

1 引用 (Scopus)

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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.

元の言語English
ページ(範囲)991-1007
ページ数17
ジャーナルAnnals of the Institute of Statistical Mathematics
64
発行部数5
DOI
出版物ステータスPublished - 2012 10 1

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ASJC Scopus subject areas

  • Statistics and Probability

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