Statistical Inference for Renewal Processes
نویسندگان
چکیده
منابع مشابه
Statistical Inference : in Markov - Renewal Processes
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چکیده ندارد.
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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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ژورنال
عنوان ژورنال: Scandinavian Journal of Statistics
سال: 2017
ISSN: 0303-6898,1467-9469
DOI: 10.1111/sjos.12295