Likelihood based inference for partially observed renewal processes
نویسندگان
چکیده
منابع مشابه
Likelihood based inference for partially observed renewal processes
This paper is concerned with inference for renewal processes on the real line that are observed in a broken interval. For suchprocesses, the classic history-based approach cannot be used. Instead, we adapt tools from sequential spatial point process theory to propose a Monte Carlo maximum likelihood estimator that takes into account the missing data. Its efficacy is assessed by means of a simul...
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I would like to express my gratitude to my supervisor Susanne Ditlevsen, for scientific advise and her never failing positivity toward her students. Also a very special thanks to Omiros Papaspilioupoulos who has been a big inspiration and for his patience during numerous Skype conversations; always encouraging and full of support and good ideas. Great thanks are also due to Mathieu Kessler for ...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2016
ISSN: 0167-7152
DOI: 10.1016/j.spl.2016.07.002