Inference for modulated stationary processes
نویسندگان
چکیده
منابع مشابه
Inference for modulated stationary processes.
We study statistical inferences for a class of modulated stationary processes with time-dependent variances. Due to non-stationarity and the large number of unknown parameters, existing methods for stationary or locally stationary time series are not applicable. Based on a self-normalization technique, we address several inference problems, including self-normalized central limit theorem, self-...
متن کاملstatistical inference via empirical bayes approach for stationary and dynamic contingency tables
چکیده ندارد.
15 صفحه اولAsymptotic Inference of Autocovariances of Stationary Processes
Abstract: The paper presents a systematic theory for asymptotic inference of autocovariances of stationary processes. We consider nonparametric tests for serial correlations based on the maximum (or L∞) and the quadratic (or L2) deviations. For these two cases, with proper centering and rescaling, the asymptotic distributions of the deviations are Gumbel and Gaussian, respectively. To establish...
متن کاملVariational Inference for Gaussian Process Modulated Poisson Processes
We present the first fully variational Bayesian inference scheme for continuous Gaussianprocess-modulated Poisson processes. Such point processes are used in a variety of domains, including neuroscience, geo-statistics and astronomy, but their use is hindered by the computational cost of existing inference schemes. Our scheme: requires no discretisation of the domain; scales linearly in the num...
متن کاملExact Statistical Inference for Some Parametric Nonhomogeneous Poisson Processes
Nonhomogeneous Poisson processes (NHPPs) are often used to model recurrent events, and there is thus a need to check model fit for such models. We study the problem of obtaining exact goodness-of-fit tests for certain parametric NHPPs, using a method based on Monte Carlo simulation conditional on sufficient statistics. A closely related way of obtaining exact confidence intervals in parametri...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2013
ISSN: 1350-7265
DOI: 10.3150/11-bej399