抄録
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 | |
| 出版物ステータス | Published - 2012 10 |
| 外部発表 | Yes |
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ASJC Scopus subject areas
- Statistics and Probability
これを引用
Some problems in nonparametric inference for the stress release process related to the local time. / Fujii, Takayuki; Nishiyama, Yoichi.
：: Annals of the Institute of Statistical Mathematics, 巻 64, 番号 5, 10.2012, p. 991-1007.研究成果: Article
}
TY - JOUR
T1 - Some problems in nonparametric inference for the stress release process related to the local time
AU - Fujii, Takayuki
AU - Nishiyama, Yoichi
PY - 2012/10
Y1 - 2012/10
N2 - 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.
AB - 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.
KW - Goodness of fit test
KW - Local time
KW - Stationary density
KW - Stress release process
KW - Uniform consistency
UR - http://www.scopus.com/inward/record.url?scp=84865388495&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84865388495&partnerID=8YFLogxK
U2 - 10.1007/s10463-011-0344-7
DO - 10.1007/s10463-011-0344-7
M3 - Article
AN - SCOPUS:84865388495
VL - 64
SP - 991
EP - 1007
JO - Annals of the Institute of Statistical Mathematics
JF - Annals of the Institute of Statistical Mathematics
SN - 0020-3157
IS - 5
ER -