Stochastic processes and statistical inference
نویسندگان
چکیده
منابع مشابه
Exact 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 کاملStochastic Perceptron and Semiparametric Statistical Inference
It was reported (Kabashima and Shinomoto 1992) that estimators of a binary decision boundary show asymptotically strange behaviors when the probability model is ill-posed. We give a rigorous analysis of this phenomenon in a stochastic perceptron by using the estimating function method. A stochastic perceptron consists of a neuron which is excited depending on the weighted sum of inputs but its ...
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چکیده ندارد.
15 صفحه اولStatistical inference for stochastic processes: concepts and developments in asymptotic theory
1 Frame of the first-order asymptotic decision theory Consider a sequence of statistical experiments ET = (X T ,AT , {P T θ }θ∈Θ) (T ∈ R+). Let θ̂T : X T → Θ be a sequence of estimators of the unknown parameter θ. A basic property θ̂T should have is the consistency : θ̂T →PT θ θ (T → ∞) for every θ ∈ Θ. The analyst should not use any estimator without checking this property. For example, if one us...
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We consider continuous-time stochastic compartmental models which can be applied in veterinary epidemiology to model the within-herd dynamics of infectious diseases. We focus on an extension of Markovian epidemic models, allowing the infectious period of an individual to follow a Weibull distribution, resulting in more flexible modelling for many diseases. Following a Bayesian approach we show ...
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ژورنال
عنوان ژورنال: Arkiv för Matematik
سال: 1950
ISSN: 0004-2080
DOI: 10.1007/bf02590638