Some problems in nonparametric inference for the stress release process related to the local time-Reference-Cited by-同舟云学术

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

Published:2011-11-11 Issue:5 Volume:64 Page:991-1007
ISSN:0020-3157
Container-title:Annals of the Institute of Statistical Mathematics
language:en
Short-container-title:Ann Inst Stat Math

Author:

Fujii Takayuki,Nishiyama Yoichi

Publisher

Springer Science and Business Media LLC

Subject

Statistics and Probability

Link

http://link.springer.com/content/pdf/10.1007/s10463-011-0344-7.pdf

Reference19 articles.

1. Banach S. (1925) Sur les lignes rectifiables et les surfaces dont l’aire est finie. Fundamenta Mathematicae 7: 225–236

2. Bosq, D. (1998). Nonparametric statistics for stochastic processes (2nd ed.). Lecture notes in statistics (Vol. 110). New York: Springer.

3. Bosq D., Davydov Yu. (1999) Local time and density estimation in continuous time. Mathematical Methods of Statistics 8: 22–45

4. Dachian S., Kutoyants Yu. A. (2009) Hypotheses testing: Poisson versus stress-release. Journal of Statistical Planning and Inference 139: 1668–1684

5. Feller, W. (1971). An introduction to probability theory and its applications (2nd ed., Vol. II). Wiley: New York.

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes;Journal of Applied Probability;2013-12

2. Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes;Journal of Applied Probability;2013-12

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