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Local times and random time changes
Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1967The purpose of this paper is to prove an integral representation theorem for continuous additive functionals (of a Hunt process satisfying hypothesis (F)) as integrals of local times (when they exist) with respect to certain measures. The effect of random time changes on the local times and on the integral representation is investigated.
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Adapted Statistical Experiments with Random Change of Time
2017We study statistical experiments with random change of time, which transforms a discrete stochastic basis in a continuous one. The adapted stochastic experiments are studied in continuous stochastic basis in the series scheme. The transition to limit by the series parameter generates an approximation of adapted statistical experiments by a diffusion ...
Dmitri Koroliouk, V. S. Koroliuk
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Random time changes for multivariate counting processes
Scandinavian Actuarial Journal, 1978Abstract If N is a univariate counting process with intensity process A, it is well known that N[ψ−1(.)] is a Poisson process with parameter 1 if ψ is the cumulative intensity process. This paper proves multivariate analogues of this result and points out their usefulness in the statistical analysis of data appearing in disciplines like reliability ...
Odd O. Aalen, Jan M. Hoem
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Stage life testing with random stage changing times
Communications in Statistics - Theory and Methods, 2020In progressive Type-II censoring, it is often claimed that the withdrawn items are further tested under different conditions but a model incorporating this information has not been discussed so far...
Benjamin Laumen, Erhard Cramer
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On the measurement of non-random mating and of its change over time
Review of Economics of the Household, 2021This paper proposes a new approach to the measurement of assortative mating and of the change over time in assortative mating. Non-assortative mating is viewed as independence between the characteristics of the husband and those of the wife. In our paper the characteristic we focus on is the educational level of the spouses.
Jacques Silber +2 more
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Random-Effects Meta-analysis of Inconsistent Effects: A Time for Change
Annals of Internal Medicine, 2014A primary goal of meta-analysis is to improve the estimation of treatment effects by pooling results of similar studies. This article explains how the most widely used method for pooling heterogeneous studies--the Der Simonian-Laird (DL) estimator--can produce biased estimates with falsely high precision. A classic example is presented to show that use
John E, Cornell +6 more
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Structural Change Monitoring for Random Coefficient Autoregressive Time Series
Communications in Statistics - Simulation and Computation, 2014A monitoring scheme is proposed to sequentially detect a structural change in random coefficient autoregressive time series of order p (RCA(p)) after a training period of size T. It extends structural change monitoring to RCA(p) time series. The asymptotic properties of our monitoring statistic are established under both the null of no change in ...
Fuxiao Li, Zheng Tian, Peiyan Qi
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Detection of Changes in the Properties of Time-Varying Random Processes
Automation and Remote Control, 2003zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Descriptor discrete-time systems with random abrupt changes: stability and stabilisation
International Journal of Control, 2008This paper deals with the class of linear discrete-time systems with random abrupt changes also known as class of Markovian jump singular systems. The problems of stochastic stability and the stochastic stabilisation (using state-feedback control and static output feedback control) are tackled.
El Kébir Boukas, Yuanqing Xia
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Timing the First Pediatric Tracheostomy Tube Change: A Randomized Controlled Trial
Otolaryngology–Head and Neck Surgery, 2020ObjectiveThe first pediatric tracheostomy tube change often occurs within 7 days after placement; however, the optimal timing is not known. The primary objective was to determine the rate of adverse events of an early tube change. Secondary objectives compared rates of significant peristomal wounds, sedation requirements, and expedited intensive care ...
Stephen R, Chorney +9 more
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