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

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  • Takayuki Fujii
  • Yoichi Nishiyama

Abstract

This paper is concerned with nonparametric statistics for the stress release process. We propose the local time estimator (LTE) for the stationary density and show that it is unbiased and uniformly consistent. The LTE is used in constructing an estimator for the intensity function. A goodness of fit test for the intensity function is also presented. In these studies, the local time of the stress release process plays an important role. Copyright The Institute of Statistical Mathematics, Tokyo 2012

Suggested Citation

  • Takayuki Fujii & Yoichi Nishiyama, 2012. "Some problems in nonparametric inference for the stress release process related to the local time," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 64(5), pages 991-1007, October.
    • Handle: RePEc:spr:aistmt:v:64:y:2012:i:5:p:991-1007
    DOI: 10.1007/s10463-011-0344-7
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    References listed on IDEAS

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