共查询到20条相似文献,搜索用时 15 毫秒
1.
B. Picinbono 《统计学通讯:模拟与计算》2013,42(1):90-106
A time point process can be defined either by the statistical properties of the time intervals between successive points or by those of the number of points in arbitrary time intervals. There are mathematical expressions to link up these two points of view, but they are in many cases too complicated to be used in practice. In this article, we present an algorithmic procedure to obtain the number of points of a stationary point process recorded in some time intervals by processing the values of the distances between successive points. We present some results concerning the statistical analysis of these numbers of points and when analytical calculations are possible the experimental results obtained with our algorithms are in excellent agreement with those predicted by the theory. Some properties of point processes in which theoretical calculations are almost impossible are also presented. 相似文献
2.
B. Picinbono 《统计学通讯:模拟与计算》2013,42(7):1700-1713
Computer simulations of point processes are important either to verify the results of certain theoretical calculations that can be very awkward at times or to obtain practical results when these calculations become almost impossible. One of the most common methods for the simulation of nonstationary Poisson processes is random thinning. Its extension when the intensity becomes random (doubly stochastic Poisson processes) depends on the structure of this intensity. If the random density takes only discrete values, which is a common situation in many physical problems where quantum mechanics introduces discrete states, it is shown that the thinning method can be applied without error. We study in particular the case of binary density and present the kind of theoretical calculations that then become possible. The results of various experiments realized with data obtained by simulation show a fairly good agreement with the theoretical calculations. 相似文献
3.
Birgit Debrabant 《统计学通讯:理论与方法》2013,42(19):3449-3467
Mixed Poisson processes are characterized by a well-known order statistic property: their occurrence times are distributed like ordinary uniform order statistics, given the state of the process at a certain time. We study a generalization of this property using a generalized model of ordered random variables, including a sequence of real parameters. 相似文献
4.
Carlos Comas 《统计学通讯:模拟与计算》2013,42(2):380-395
This article presents an analysis of space-time interdependencies of spatial point processes considering random and deterministic Gibbsian point motions caused by repulsion effects between particles. Two deterministic models of Gibbsian motions are considered by formulating a constant (i.e., Strauss-like) and a linear interaction motion functions. Given that theoretical development of continuous space-time stochastic processes are mathematically intractable, we have mainly based our analysis on numerical simulations. Our results suggest that to fully understand such complex dynamics, the analysis of purely spatial patterns should be combined with their interactions in the space-time domain. Otherwise, analysis of pure spacial patterns may not fully explain the real mechanism generating such dynamical configurations. We highlight that adding movement to sedentary points opens new areas of application and research to study biological phenomena, where particles not only evolve through time but also can change spatial positions in terms of their neighbor locations. 相似文献
5.
《统计学通讯:模拟与计算》2013,42(2):475-488
Abstract A method for obtaining bootstrapping replicates for one-dimensional point processes is presented. The method involves estimating the conditional intensity of the process and computing residuals. The residuals are bootstrapped using a block bootstrap and used, together with the conditional intensity, to define the bootstrap realizations. The method is applied to the estimation of the cross-intensity function for data arising from a reaction time experiment. 相似文献
6.
Abstract. Statistical inference for exponential inhomogeneous Markov point processes by transformation is discussed. It is argued that the inhomogeneity parameter can be estimated, using a partial likelihood based on an inhomogeneous Poisson point process. The inhomogeneity parameter can thereby be estimated without taking the interaction into account, which simplifies the statistical analysis considerably. Data analysis and simulation experiments support the results. 相似文献
7.
In this article, we propose a nonparametric approach for estimating the intensity function of temporal point processes based on kernel estimators. In particular, we use asymmetric kernel estimators characterized by the gamma distribution, in order to describe features of observed point patterns adequately. Some characteristics of these estimators are analyzed and discussed both through simulated results and applications to real data from different seismic catalogs. 相似文献
8.
For a sample taken from an i.i.d. sequence of Poisson point processes with not necessarily finite unknown intensity measure the arithmetic mean is shown to be an estimator which is consistent uniformly on certain classes of functions. The method is a reduction to the case of finite intensity measure, which in turn can be dealt with using empirical process methods. A functional central limit theorem is also established in this context. 相似文献
9.
10.
We propose a general form to analyze the space-time interdependency of continuous space-time stochastic processes. We present a new space-time approach based on the intensity function of the underlying point process. These formulations can be, to some extent, analytically solved to obtain explicit formulae of interest. We define a general function that controls the space-time interaction and allows for closed forms depending on the particular choice of several mathematical tools playing a role in this interaction function. In particular, we make use of copulas and Laplace transforms to provide interesting examples of the dynamics of the random intensity function and, in turn, of the number of points contained in a given region. 相似文献
11.
LIONEL CUCALA 《Scandinavian Journal of Statistics》2008,35(2):322-334
Abstract. This article introduces a kernel estimator of the intensity function of spatial point processes taking into account location errors. The asymptotic properties of the estimator are derived and a bandwidth selection procedure is described. A simulation study compares our results with that of the classical kernel estimator and shows that the edge-corrected deconvoluting kernel estimator is more appropriate. 相似文献
12.
《统计学通讯:模拟与计算》2012,41(6):804-819
Poisson point processes play important role in various domains of Probability Theory and Mathematical Statistics. In this article, we investigate only two applications of Poisson point processes: a generated white noise problem and parameters estimation problem. This work continues the investigations started in paper Egorov and Kondybaev (2009). 相似文献
13.
We address the problem of estimating the edge of a bounded set in ? d given a random set of points drawn from the interior. Our method is based on a transformation of estimators dedicated to uniform point processes and obtained by smoothing some of its bias corrected extreme points. An application to the estimation of star-shaped supports is presented. 相似文献
14.
The main objective of this article is to scrutinize the efficiency and verify the performance superiority of the one-sided EWMA control chart on high-yield processes. The proposed control chart is designed to detect both upward and downward shifts of the fraction of non conforming products and is developed based on non transformed geometric counts. Its algorithmic function is theoretically established and numerous performance measures are extracted using analytical methods based on the Markov modeling of the chart. Comparisons with traditional high yield control charts are conducted. Optimality tables and nomograms are included to help graphical determination of the optimal chart parameters. 相似文献
15.
Olha Bodnar 《统计学通讯:模拟与计算》2013,42(5):919-938
We derive several multivariate control charts to monitor the mean vector of multi-variate GARCH processes under the presence of changes, by means of maximizing the generalized likelihood ratio. This presentation is rounded up by a comparative performance study based on extensive Monte Carlo simulations. An empirical illustration shows how the obtained results can be applied to real data. 相似文献
16.
This article considers the sequential monitoring problem of variance change in stationary and non stationary time series. We suggest a CUSUM of squares procedure to detect variance change in infinite order moving average processes, and a residual CUSUM of squares procedure to detect variance change in non stationary autoregressive processes. Moreover, we introduce a bandwidth parameter to improve the monitoring power when change point does not occur at the early stage of monitoring. It is shown that both procedures have the same null distribution. The procedures are illustrated via a simulation study and an investigation of daily Mexico/US exchange rates. 相似文献
17.
JEAN‐FRANOIS COEURJOLLY DAVID DEREUDRE RÉMY DROUILHET FRÉDÉRIC LAVANCIER 《Scandinavian Journal of Statistics》2012,39(3):416-443
Abstract. This article studies a method to estimate the parameters governing the distribution of a stationary marked Gibbs point process. This procedure, known as the Takacs–Fiksel method, is based on the estimation of the left and right hand sides of the Georgii–Nguyen–Zessin formula and leads to a family of estimators due to the possible choices of test functions. We propose several examples illustrating the interest and flexibility of this procedure. We also provide sufficient conditions based on the model and the test functions to derive asymptotic properties (consistency and asymptotic normality) of the resulting estimator. The different assumptions are discussed for exponential family models and for a large class of test functions. A short simulation study is proposed to assess the correctness of the methodology and the asymptotic results. 相似文献
18.
Jing Wang 《统计学通讯:模拟与计算》2013,42(3):539-556
In this article, we use two efficient approaches to deal with the difficulty in computing the intractable integrals when implementing Gibbs sampling in the nonlinear mixed effects model (NLMM) based on Dirichlet processes (DP). In the first approach, we compute the Laplace's approximation to the integral for its high accuracy, low cost, and ease of implementation. The second approach uses the no-gaps algorithm of MacEachern and Müller (1998) to perform Gibbs sampling without evaluating the difficult integral. We apply both approaches to real problems and simulations. Results show that both approaches perform well in density estimation and prediction and are superior to the parametric analysis in that they can detect important model features, such as skewness, long tails, and multimodality, whereas the parametric analysis cannot. 相似文献
19.
Peter Diggle Sara Morris Paul Elliott & Gavin Shaddick 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》1997,160(3):491-505
We describe a class of models for the investigation of possible raised risk of disease around putative sources of environmental pollution. An adaptation of the point process method suggested by Diggle and Rowlingson is presented, allowing the use of routinely available aggregated data and incorporating the more general distance–risk model suggested by Elliott and co-workers. An application to data on cancers of the stomach around municipal solid waste incinerators is presented. 相似文献
20.
Paul D. Baxter Graham J. G. Upton 《Journal of the Royal Statistical Society. Series C, Applied statistics》2002,51(4):393-403
Summary. Radiocommunications signals pose particular problems in the context of statistical signal processing. This is because short-term fluctuations (noise) are a consequence of atmospheric effects whose characteristics vary in both the short and the longer term. We contrast traditional time domain and frequency domain filters with wavelet methods. We also propose an iterative wavelet procedure which appears to provide benefits over existing wavelet methods. 相似文献