Local times for stochastic processes which are subordinate to Gaussian processes
β Scribed by Simeon M Berman
- Publisher
- Elsevier Science
- Year
- 1982
- Tongue
- English
- Weight
- 745 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0047-259X
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π SIMILAR VOLUMES
In this paper biological compartmental models are considered which take into account the intrinsic randomness of the transport rate parameters and their possible variability in time. An identification procedure is presented for the estimation of the stochastic processes representing the transport ra
A class of nonlinear time series models contiguous to a ΓΏrst-order autoregressive process (AR(1)) is introduced. The local asymptotic normality of the log-likelihood ratio statistic for testing for linearity is established. An e cient test of linearity is then obtained and its asymptotic power funct