Inference on parameters of a shifted rescaled Wiener process based on nonidentically distributed observations
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F09%3A00207024" target="_blank" >RIV/00216208:11320/09:00207024 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Inference on parameters of a shifted rescaled Wiener process based on nonidentically distributed observations
Original language description
The paper deals with a special type of a random process. The inference is based on the first time when the process reaches a pre-specified positive boundary, where the boundary can be different for each observation. We focus on estimation of the parameters of the process and we shortly deal with testing hypotheses about one parameter at a time.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F08%2F0486" target="_blank" >GA201/08/0486: Statistical analysis of functional random variable and its applications</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
WDS'09 Proceedings of Contributed Papers: Part I - Mathematics
ISBN
978-80-7378-101-9
ISSN
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e-ISSN
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Number of pages
7
Pages from-to
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Publisher name
Matfyzpress
Place of publication
Praha
Event location
Praha
Event date
Jan 1, 2009
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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