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

Takayuki Fujii; Yoichi Nishiyama

doi:10.1007/s10463-011-0344-7

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

Takayuki Fujii, Yoichi Nishiyama

国際教養学部

研究成果: Article

1 引用（Scopus）

抜粋

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
巻	64
発行部数	5
DOI	https://doi.org/10.1007/s10463-011-0344-7
出版物ステータス	Published - 2012 10 1

フィンガープリント

ASJC Scopus subject areas

Statistics and Probability

これを引用

Fujii, T., & Nishiyama, Y. (2012). Some problems in nonparametric inference for the stress release process related to the local time. Annals of the Institute of Statistical Mathematics, 64(5), 991-1007. https://doi.org/10.1007/s10463-011-0344-7

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文献にアクセス

10.1007/s10463-011-0344-7