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

Takayuki Fujii*, Yoichi Nishiyama

*この研究の対応する著者

研究成果: Article査読

1 被引用数 (Scopus)

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.

本文言語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
5
DOI
出版ステータスPublished - 2012 10
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率

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