Estimation of parameters for trend-renewal processes |
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Authors: | Alicja Jokiel-Rokita and Ryszard Magiera |
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Institution: | (1) Department of Mathematical Sciences, Norwegian University of Science and Technology, Trondheim, Norway |
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Abstract: | Methods of estimating unknown parameters of a trend function for trend-renewal processes are investigated in the case when
the renewal distribution function is unknown. If the renewal distribution is unknown, then the likelihood function of the
trend-renewal process is unknown and consequently the maximum likelihood method cannot be used. In such a situation we propose
three other methods of estimating the trend parameters. The methods proposed can also be used to predict future occurrence
times. The performance of the estimators based on these methods is illustrated numerically for some trend-renewal processes
for which the statistical inference is analytically intractable. |
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Keywords: | |
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