Some problems in nonparametric inference for the stress release process related to the local time

DOI10.1007/S10463-011-0344-7MaRDI QIDQ1926010zbMATH OpenOpenAlexFDO

Authors Takayuki Fujii, Yoichi Nishiyama

Publication date 27 December 2012

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-011-0344-7

zbMATH Keywords

goodness of fit teststationary densityuniform consistency

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric hypothesis testing (62G10) Inference from stochastic processes (62M99) Reliability and life testing (62N05)

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Cites work

• Efficient density estimation for ergodic diffusion processes
• Goodness of fit test for ergodic diffusion processes
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 4107861 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• Hypotheses testing: Poisson versus stress-release
• Inference for earthquake models: A self-correcting model
• Laws of large numbers in self-correcting point processes
• Local time and density estimation in continuous time
• Nonparametric model checks for time series
• Nonparametric statistics for stochastic processes. Estimation and prediction.
• On the uniform convergence of the empirical density of an ergodic diffusion
• Parameter estimation for the simple self-correcting point process
• Statistical inference for ergodic diffusion processes.
• Weak convergence and empirical processes. With applications to statistics
• Weak convergence of some classes of martingales with jumps.

Cited in

(1)

• Nonparametric estimation for a class of piecewise-deterministic Markov processes

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