Parameter Estimation for Multi-dimensional Filtered Poisson Processes
ثبت نشده
چکیده
منابع مشابه
Drift Change Point Estimation in the rate and dependence Parameters of Autocorrelated Poisson Count Processes Using MLE Approach: An Application to IP Counts Data
Change point estimation in the area of statistical process control has received considerable attentions in the recent decades because it helps process engineer to identify and remove assignable causes as quickly as possible. On the other hand, improving in measurement systems and data storage, lead to taking observations very close to each other in time and as a result increasing autocorrelatio...
متن کاملPoisson-Lindley INAR(1) Processes: Some Estimation and Forecasting Methods
This paper focuses on different methods of estimation and forecasting in first-order integer-valued autoregressive processes with Poisson-Lindley (PLINAR(1)) marginal distribution. For this purpose, the parameters of the model are estimated using Whittle, maximum empirical likelihood and sieve bootstrap methods. Moreover, Bayesian and sieve bootstrap forecasting methods are proposed and predict...
متن کاملA TRANSIENT TWO-DIMENTIONAL INVERSE ESTIMATION OF THE METAL-MOLD HEAT TRANSFER COEFFICIENT DURING SQUEEZE CASTING of AL-4.5WT%CU
In this paper, a transient, two-dimensional and nonlinear inverse heat conduction problem in solidification process is considered. Genetic algorithm is applied for the identification of the interfacial heat transfer coefficients during squeeze casting of commercial aluminum alloy (Al-4.5wt%Cu) by assuming a priori information regarding the functional form of the unknown heat transfer coefficien...
متن کاملBandwidth Selection for Pet Image Reconstruction by Confidence-weighted Filtered Backprojection
A variant of the method of unbiased risk estimation is developed for selecting the amount of smoothing in the confidence-weighted filtered backprojection(CWFBP) reconstruction algorithm of positron emission tomography (PET). Technical difficulties arise from: the variability in measurements of photon transmission factors, (ii) the use of streak and negativity artifact suppression methods in the...
متن کاملNumerical solution and simulation of random differential equations with Wiener and compound Poisson Processes
Ordinary differential equations(ODEs) with stochastic processes in their vector field, have lots of applications in science and engineering. The main purpose of this article is to investigate the numerical methods for ODEs with Wiener and Compound Poisson processes in more than one dimension. Ordinary differential equations with Ito diffusion which is a solution of an Ito stochastic differentia...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2000