| bibtype |
J -
Journal Article
|
| ARLID |
0410318 |
| utime |
20240903170613.8 |
| mtime |
20060210235959.9 |
| title
(primary) (eng) |
On cumulative process model and its statistical analysis |
| specification |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
36 |
| volume |
2 (2000) |
| page_num |
165-176 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| 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 |
GA201/97/0354 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0005883 |
|
| project |
| project_id |
GA402/98/0742 |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0009149 |
|
| research |
AV0Z1075907 |
| abstract
(eng) |
The notion of the counting process is recalled and the ideaof the cumulative process, the stochastic process which cumulates random increments at random moments, is presented. We derive the martingale - compensator decomposition of the process, then we prove the uniform consistency of the estimator of the rate of cumulation and the asymptotic normality of the process of residuals. On this basis, the goodness-of-fit test and the test of homogeneity are proposed. |
| RIV |
BB |
| department |
SI |
| permalink |
http://hdl.handle.net/11104/0130409 |
| ID_orig |
UTIA-B 20000034 |
| arlyear |
2000 |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 36 č. 2 2000 165 176 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|