Non-parametric estimation of the directional distribution of stationary line and fibre processes

被引:0
|
作者
Kiderlen, Markus [1 ]
机构
[1] Universität Karlsruhe, Mathematisches Institut II, D-76128 Karlsruhe, Germany
关键词
Approximation theory - Computer simulation - Geometry - Maximum likelihood estimation - Theorem proving;
D O I
10.1239/aap/999187894
中图分类号
学科分类号
摘要
Two non-parametric methods for the estimation of the directional measure of stationary line and fibre processes in d-dimensional space are presented. The input data for both methods are intersection counts with finitely many test windows situated in hyperplanes. The first estimator is a measure valued maximum likelihood estimator, if applied to Poisson line processes. The second estimator uses an approximation of the associated zonoid (the Steiner compact) by zonotopes. Consistency of both estimators is proved (without use of the Poisson assumption). The estimation methods are compared empirically by simulation.
引用
收藏
相关论文
共 50 条
  • [11] GARCH processes with non-parametric innovations for market risk estimation
    Miguel Hernandez-Lobato, Jose
    Hernandez-Lobato, Daniel
    Suarez, Alberto
    ARTIFICIAL NEURAL NETWORKS - ICANN 2007, PT 2, PROCEEDINGS, 2007, 4669 : 718 - +
  • [12] Efficient non-parametric estimation of variable productivity Hawkes processes
    Phillips, Sophie
    Schoenberg, Frederic
    JOURNAL OF APPLIED STATISTICS, 2024,
  • [13] Non-Parametric Estimation of the Conditional Distribution of the Interjumping Times for Piecewise-Deterministic Markov Processes
    Azais, Romain
    Dufour, Francois
    Gegout-Petit, Anne
    SCANDINAVIAN JOURNAL OF STATISTICS, 2014, 41 (04) : 950 - 969
  • [14] Non-parametric if and DOA estimation
    Djurovic, I
    Stankovic, L
    SEVENTH INTERNATIONAL SYMPOSIUM ON SIGNAL PROCESSING AND ITS APPLICATIONS, VOL 1, PROCEEDINGS, 2003, : 149 - 152
  • [15] NON-PARAMETRIC ESTIMATION OF SURVIVORSHIP
    MEIER, P
    JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1955, 50 (270) : 589 - 589
  • [16] NON PARAMETRIC-ESTIMATION AND PREVISION FOR STATIONARY-PROCESSES
    BOSQ, D
    COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1989, 308 (14): : 453 - 456
  • [17] Non-stationary non-parametric volatility model
    Han, Heejoon
    Zhang, Shen
    ECONOMETRICS JOURNAL, 2012, 15 (02): : 204 - 225
  • [18] On non-parametric measures of correlation for directional data
    Alvo, M
    ENVIRONMETRICS, 1998, 9 (06) : 645 - 656
  • [19] Non-parametric estimation of quadratic Hawkes processes for order book events
    Fosset, Antoine
    Bouchaud, Jean-Philippe
    Benzaquen, Michael
    EUROPEAN JOURNAL OF FINANCE, 2022, 28 (07): : 663 - 678
  • [20] On the Non-parametric Prediction of Conditionally Stationary Sequences
    S. Caires
    J. A. Ferreira
    Statistical Inference for Stochastic Processes, 2005, 8 (2) : 151 - 184