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

DOI10.1007/s10463-011-0344-7zbMath1254.62106MaRDI QIDQ1926010

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

stationary density; goodness of fit test; uniform consistency

Mathematics Subject Classification ID

62G07: Density estimation

62G10: Nonparametric hypothesis testing

62M99: Inference from stochastic processes

62N05: Reliability and life testing

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Nonparametric Estimation for a Class of Piecewise-Deterministic Markov Processes

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