Attributes | Values |
---|
rdf:type
| |
Description
| - 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.
- 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. (en)
- 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. (cs)
|
Title
| - On statistical analysis of compound point process
- On statistical analysis of compound point process (en)
- Statistická analýza složeného bodového procesu (cs)
|
skos:prefLabel
| - On statistical analysis of compound point process
- On statistical analysis of compound point process (en)
- Statistická analýza složeného bodového procesu (cs)
|
skos:notation
| - RIV/67985556:_____/06:00039284!RIV07-AV0-67985556
|
http://linked.open.../vavai/riv/strany
| |
http://linked.open...avai/riv/aktivita
| |
http://linked.open...avai/riv/aktivity
| - P(GA402/04/1294), Z(AV0Z10750506)
|
http://linked.open...iv/cisloPeriodika
| |
http://linked.open...vai/riv/dodaniDat
| |
http://linked.open...aciTvurceVysledku
| |
http://linked.open.../riv/druhVysledku
| |
http://linked.open...iv/duvernostUdaju
| |
http://linked.open...titaPredkladatele
| |
http://linked.open...dnocenehoVysledku
| |
http://linked.open...ai/riv/idVysledku
| - RIV/67985556:_____/06:00039284
|
http://linked.open...riv/jazykVysledku
| |
http://linked.open.../riv/klicovaSlova
| - counting process; compound process; hazard function; Cox-model (en)
|
http://linked.open.../riv/klicoveSlovo
| |
http://linked.open...odStatuVydavatele
| |
http://linked.open...ontrolniKodProRIV
| |
http://linked.open...i/riv/nazevZdroje
| - Austrian Journal of Statistics
|
http://linked.open...in/vavai/riv/obor
| |
http://linked.open...ichTvurcuVysledku
| |
http://linked.open...cetTvurcuVysledku
| |
http://linked.open...vavai/riv/projekt
| |
http://linked.open...UplatneniVysledku
| |
http://linked.open...v/svazekPeriodika
| |
http://linked.open...iv/tvurceVysledku
| |
http://linked.open...n/vavai/riv/zamer
| |
issn
| |
number of pages
| |
is http://linked.open...avai/riv/vysledek
of | |