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Published in:
A. D. Soloviev Read chapter Read first chapter

2017 | OriginalPaper | Chapter

Adapted Statistical Experiments with Random Change of Time

Authors : D. Koroliouk, V. S. Koroliuk

Published in: Analytical and Computational Methods in Probability Theory

Publisher: Springer International Publishing

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Abstract

We study statistical experiments with random change of time, which transforms a discrete stochastic basis in a continuous one. The adapted stochastic experiments are studied in continuous stochastic basis in the series scheme. The transition to limit by the series parameter generates an approximation of adapted statistical experiments by a diffusion process with evolution.
The average intensity parameter of renewal times are estimated in three different cases: the Poisson renewal process, a stationary renewal process with delay and the general renewal process with Weibull-Gnedenko renewal time distribution.

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previous chapter On Robust Sequential Parameters Estimating
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Metadata
Title
Adapted Statistical Experiments with Random Change of Time
Authors
D. Koroliouk
V. S. Koroliuk
Copyright Year
2017
Book
Analytical and Computational Methods in Probability Theory

Print ISBN: 978-3-319-71503-2

Electronic ISBN: 978-3-319-71504-9

Copyright Year: 2017

DOI
https://doi.org/10.1007/978-3-319-71504-9_43

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