| bibtype |
J -
Journal Article
|
| ARLID |
0039284 |
| utime |
20240903203903.6 |
| mtime |
20060623235959.9 |
| title
(primary) (eng) |
On statistical analysis of compound point process |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0039283 |
| ISSN |
1026-597X |
| title
|
Austrian Journal of Statistics |
| volume_id |
35 |
| page_num |
389-396 |
|
| title
(cze) |
Statistická analýza složeného bodového procesu |
| keyword |
counting process |
| keyword |
compound process |
| keyword |
hazard function |
| keyword |
Cox-model |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| COSATI |
12B |
| cas_special |
| project |
| project_id |
GA402/04/1294 |
| agency |
GA ČR |
| country |
CZ |
| ARLID |
cav_un_auth*0001810 |
|
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
The contribution deals with a stochastic process cumulating random moments (the compound point process). First, its martingale - compensator decomposition is recalled. Than a multiplicative from of model with regression on covariates, simultaneously for intensity of counting process and for distribution of increments, is considered. Finally, a semi-parametric model is studied, uniform consistency of estimators and the asymprotic normality of the process of residuals are proved. |
| abstract
(cze) |
Práce se zabývá náhodným procesem načítajícím náhodné přírůstky v náhodných časech (složeným bodovým procesem), a to pro prípad vzájemné závislosti obou složek procesu. Uvádí rozklad procesu na martingal a kompensátor, pak modeluje onu závislost pomocí multiplikativního modelu pro intenzitu i pro rozdělení přírůstků. Studuje se semiparametrický tvar tohoto modelu a ukazuje konzistence a asymptotická normalita odhadů v tomto modelu. |
| reportyear |
2007 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0133418 |
| arlyear |
2006 |
| mrcbU63 |
cav_un_epca*0039283 Austrian Journal of Statistics 1026-597X 1026-597X Roč. 35 2-3 2006 389 396 |
|