Constructs monitoring processes converging to Brownian bridges under parameter constancy for goodness-of-fit tests and change detection in general parametric models.
(1984).Convergence of Stochastic Processes.Springer, New York
2 Pith papers cite this work. Polarity classification is still indexing.
2
Pith papers citing it
fields
stat.ME 2years
2026 2verdicts
UNVERDICTED 2representative citing papers
Introduces computationally simple M-estimators for trend and seasonality in temporal or spatial doubly-stochastic Poisson point processes with log-Gaussian intensities, derives their asymptotic distributions, and evaluates them via simulations and Chicago bike-sharing data.
citing papers explorer
-
Tests for constancy of model parameters Over time
Constructs monitoring processes converging to Brownian bridges under parameter constancy for goodness-of-fit tests and change detection in general parametric models.
-
Trend and seasonality estimation for point-process time series
Introduces computationally simple M-estimators for trend and seasonality in temporal or spatial doubly-stochastic Poisson point processes with log-Gaussian intensities, derives their asymptotic distributions, and evaluates them via simulations and Chicago bike-sharing data.