Point Processes and Their Statistical InferenceRoutledge, 6 thg 9, 2017 - 512 trang First Published in 2017. Routledge is an imprint of Taylor & Francis, an Informa company. |
Nội dung
Preface to the Second Edition | |
Inference for Poisson Processes on General | 3-6 |
Exercises | 3-34 |
Empirical Inference for Point Processes | 4-3 |
Hypotheses | 6-3 |
Inference for Cox Processes on General | 6-37 |
Nonparametric Inference for Renewal | 8-1 |
Estimation | 8-27 |
Ấn bản in khác - Xem tất cả
Point Processes and Their Statistical Inference, Second Edition, Alan Karr Xem trước bị giới hạn - 1991 |
Thuật ngữ và cụm từ thông dụng
apply assume assumptions asymptotic normality asymptotic properties bounded Brownian bridge calculate central limit theorem Chapter compact subset computation convergence in distribution converges to zero covariance function Cox processes defined denote derive distribution F empirical Laplace functionals empirical processes error processes Example Exercise Gaussian martingale Gaussian process hazard function hence i.i.d. copies i.i.d. random variables implies independent increments interarrival distribution Karr likelihood function marked point process Markov process martingale estimators martingale method maximum likelihood estimator mean measure mean zero metric entropy metric space mixed Poisson processes MMSE state estimators multiplicative intensity model nonparametric p-thinning parameter point process Poisson process problem processes on R+ Proof Proposition Prove random elements random measure random variables recursive renewal process satisfying Section sequence single realization stationary point process statistical inference stochastic intensity strong approximation Suppose test statistics uniformly unknown variance Wiener process