podcast.de
Anmeldung
Anmeldung Registrierung
Erweiterte Suche
  1. Startseite
  2. Podcasts
  3. Mathematik, Informatik und Statistik - Open Access LMU - Teil 01/03 Podcast
  4. Semiparametric Estimation in Regression Models for Point Processes based on One Realization
We are dealing with regression models for point processes having a
multiplicative intensity process of the form alpha(t) * b_t . The
deterministic function alpha describes the long-term trend of the
process. The stochastic process b accounts for the short-term
random variations and depends on a finite-dimensional parameter.
The semiparametric estimation procedure is based on one single
observation over a long time interval. We will use penalized
estimation functions to estimate the trend alpha, while the
likelihood approach to point processes is employed for the
parametric part of the problem. Our methods are applied to
earthquake data as well as to records on 24-hours ECG.

Weitere Episoden

Quantifying overdispersion effects in count regression data

Quantifying overdispersion effects in count regression data

vor 24 Jahren
Graphical chain models for the analysis of complex genetic diseases: an application to hypertension

Graphical chain models for the analysis of complex genetic diseases: an application to hypertension

vor 24 Jahren
Geo-additive models of Childhood Undernutrition in three Sub-Saharan African Countries

Geo-additive models of Childhood Undernutrition in three Sub-Saharan African Countries

vor 24 Jahren
Parametric and Nonparametric Regression with Missing X's - A Review

Parametric and Nonparametric Regression with Missing X's - A Review

vor 24 Jahren
A Selection Model for Bivariate Normal Data, with a Flexible Nonparametric Missing Model and a Focus on Variance Estimates

A Selection Model for Bivariate Normal Data, with a Flexible Nonparametric Missing Model and a Focus on Variance Estimates

vor 24 Jahren
Alle Episoden anzeigen
In Podcasts werben
Schalte jetzt Werbung in Podcasts.

Abonnenten

Teilen