Wyniki wyszukiwania - BazTech

Ograniczanie wyników

Powiadomienia systemowe

Sesja wygasła!

Znaleziono wyników: 2

Liczba wyników na stronie

Wyniki wyszukiwania

Wyszukiwano:
w słowach kluczowych: multiplicative intensity model

Sortuj według:

Ogranicz wyniki do:

Smoothed estimator of the periodic hazard function

Dudek A.

Opuscula Mathematica

2009

Vol. 29, no. 3

229-251

A smoothed estimator of the periodic hazard function is considered and its asymptotic probability distribution and bootstrap simultaneous confidence intervals are derived. Moreover, consistency of the bootstrap method is proved and some applications of the developed theory are presented. The bootstrap method is based on the phase-consistent resampling scheme developed in Dudek and Leśkow [6].

On the application of the method of sieves in estimation of the intensity of multiplicative point processes

Zagdański A.

Prace Naukowe Instytutu Matematyki Politechniki Wrocławskiej. Konferencje

2001

Vol. 24, nr 3

129-136

We consider the problem of estimation the stochastic intensity of point processes with multiplicative intensity model. For this purpose Grenander's [5] method of sieves is used. Results concerned with consistency and asymptotic normality of the sieve estimator are formulated. Proposed method of estimation is generalized to the case of multivariate point processes.