Zobrazeno 1 - 10 of 10 pro vyhledávání: '"A. S. Dabye"'
1
On Parameter Estimation by Aggregated Poisson Observations
Autor: Elhadji Ousseynouu Accrachi, Cherif Ahmat Tidiane Aidara, Ali S. Dabye
Publikováno v: Armenian Journal of Mathematics, Vol 11, Iss 5 (2019)
We consider the problem of parameter estimation by the observations of inhomogeneous Poisson processes. The intensity function of the process is supposed to be a smooth function with respect to the unknown parameter. We propose a Chi-square statistic
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2d8aebde0fa3e415fbe162ff594a1c37
https://doi.org/10.52737/18291163-2019.11.5-1-13
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2
Non asymptotic expansions of the MME in the case of Poisson observations
Autor: O. V. Chernoyarov, A. S. Dabye, F. N. Diop, Y. A. Kutoyants
Publikováno v: Metrika. 2022. Vol. 85, № 8. P. 927-950
In this paper the problem of one dimensional parameter estimation is considered in the case where observations are coming from inhomogeneous Poisson processes. The method of moments estimation is studied and its stochastic expansion is obtained. This
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::b0ff180e0d26d1c40d685e594fe29470
https://vital.lib.tsu.ru/vital/access/manager/Repository/koha:000998196
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3
Method of Moments Estimators and Multi–step MLE for Poisson Processes
Autor: Ali S. Dabye, Yury A. Kutoyants, Alix A. Gounoung
Publikováno v: Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences). 53:237-246
We introduce two types of estimators of the finite–dimensional parameters in the case of observations of inhomogeneous Poisson processes. These are the estimators of the method of moments and Multi–step MLE. It is shown that the estimators of the
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::0cf2a4f357f06605e35bcb7e5390780e
https://doi.org/10.3103/s1068362318040064
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6
On minimumLp-distance estimation for inhomogeneous Poisson processes
Autor: Ali S. Dabye, Demba Bocar Ba
Publikováno v: Communications in Statistics - Theory and Methods. 45:6461-6470
We consider the problem of parameter estimation by the observations of the inhomogeneous Poisson processes. We suppose that the intensity function of these processes is a smooth function of the unknown parameter and as a method of estimation we take
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::b8e6fadcde25d100090858370c3a9a79
https://doi.org/10.1080/03610926.2014.927503
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8
On the Cramér–von Mises test with parametric hypothesis for poisson processes
Autor: A. S. Dabye
Publikováno v: Statistical Inference for Stochastic Processes. 16:1-13
The problem of the goodness of-fit testing for inhomogeneous Poisson process with parametric basic hypothesis is considered. A test statistic of the Cramer–von Mises type with parameter replaced by the maximum likelihood estimator is proposed and i
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::6d52c83decb89fb361d571017e10de78
https://doi.org/10.1007/s11203-013-9077-y
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9
Misspecified change-point estimation problem for a Poisson process
Autor: Yury A. Kutoyants, Ali S. Dabye
Publikováno v: Journal of Applied Probability. 38:122-130
Consider an inhomogeneous Poisson process X on [0, T] whose unknown intensity function ‘switches' from a lower function g∗ to an upper function h∗ at some unknown point θ ∗. What is known are continuous bounding functions g and h such that g
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::16fc8e15b23492d837b43af5e29bc55b
https://doi.org/10.1239/jap/1085496596
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10
Etude de l’estimateur de la distance minimale pour des modèles de rupture des processus de Poisson : cas avec simulations
Autor: A. Diakhaby, A. S. Dabye, D. B. Ba, G. S. Lo
Publikováno v: Afrika Statistika; Vol 3, No 1 (2008)
Afr. Stat. 3, no. 1 (2008), 105-124
Resume. Ce travail est consacre aux problemes d’estimation pour differents modeles de processus de Poisson non homogenes. Nous supposons que la fonction d’intensite du processus de Poisson est discontinue par rapport aux parametres inconnus. On m
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9fcfe88aea0b7291c65a4e0fcaeb550b
https://www.ajol.info/index.php/afst/article/view/46877
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