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CSDA
2006
13 years 9 months ago
2006
A new procedure for estimating the mean process of a doubly stochastic Poisson process is introduced. The proposed estimation is based on monotone piecewise cubic interpolation of...
CSDA
2007
13 years 9 months ago
2007
An efficient estimate for the change point in the hazard function is obtained. This is based on a Bayesian estimator which uses equations concerning the parameters of a recently ...
CSDA
2007
13 years 9 months ago
2007
Random k-nearest-neighbour (RKNN) imputation is an established algorithm for filling in missing values in data sets. Assume that data are missing in a random way, so that missing...
CSDA
2006
13 years 9 months ago
2006
The implementation of a recently suggested class of structural change tests, which test for parameter instability in general parametric models, in the R language for statistical c...
CSDA
2006
13 years 9 months ago
2006
A general test statistic for detecting change-points in multidimensional stochastic processes with unknown parameters is proposed. The test statistic is specialized to the case of...