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  • 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
  • 389;396
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GA402/04/1294), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • 2-3
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
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  • 490412
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
  • AT - Rakouská republika
http://linked.open...ontrolniKodProRIV
  • [804CF1B0B082]
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
  • 35
http://linked.open...iv/tvurceVysledku
  • Volf, Petr
http://linked.open...n/vavai/riv/zamer
issn
  • 1026-597X
number of pages
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