@article{dff9d71b03ac4fdd94a3b65550416f2e,
title = "Some problems in nonparametric inference for the stress release process related to the local time",
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.",
keywords = "Goodness of fit test, Local time, Stationary density, Stress release process, Uniform consistency",
author = "Takayuki Fujii and Yoichi Nishiyama",
note = "Funding Information: Acknowledgments The authors would like to thank the Associate Editor and two anonymous referees for their valuable comments. This research was supported by Grant-in-Aid for Young Scientists (B), No. 21700320 [T.F.] and Grant-in-Aid for Scientific Research (C), No. 21540157 [Y.N.] from Japan Society for the Promotion of Science (JSPS).",
year = "2012",
month = oct,
doi = "10.1007/s10463-011-0344-7",
language = "English",
volume = "64",
pages = "991--1007",
journal = "Annals of the Institute of Statistical Mathematics",
issn = "0020-3157",
publisher = "Springer Netherlands",
number = "5",
}