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  • Search: subject:"Stress release process"
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Goodness of fit test 1 Local time 1 Self-correcting point process 1 Stationary density 1 Stress release process 1 Uniform consistency 1 ergodicity 1 invariant distribution 1 local asymptotic normality (LAN) 1 maximum likelihood estimator 1 stress release process 1 transition probability 1
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Undetermined 2
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Article 2
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Undetermined 2
Author
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Fujii, Takayuki 1 Hayashi, Toshihabu 1 Inagaki, Nobuo 1 Nishiyama, Yoichi 1
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Annals of the Institute of Statistical Mathematics 2
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RePEc 2
Showing 1 - 2 of 2
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Some problems in nonparametric inference for the stress release process related to the local time
Fujii, Takayuki; Nishiyama, Yoichi - In: Annals of the Institute of Statistical Mathematics 64 (2012) 5, pp. 991-1007
This paper is concerned with nonparametric statistics for the stress release process. We propose the local time … studies, the local time of the stress release process plays an important role. Copyright The Institute of Statistical …
Persistent link: https://www.econbiz.de/10010848679
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Parameter estimation for the simple self-correcting point process
Inagaki, Nobuo; Hayashi, Toshihabu - In: Annals of the Institute of Statistical Mathematics 42 (1990) 1, pp. 89-98
Persistent link: https://www.econbiz.de/10005760152
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