Number of the records: 1

Hazard rate model and statistical analysis of a compound point process

SYSNO ASEP	0026452
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Ostatní články
Title	Hazard rate model and statistical analysis of a compound point process
Title	Model intenzity a statistická analýza složeného bodového procesu
Author(s)	Volf, Petr (UTIA-B)_{RID, ORCID}
Source Title	Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954 Roč. 41, č. 6 (2005), s. 773-786
Number of pages	14 s.
Language	eng - English
Country	CZ - Czech Republic
Keywords	couting process ; compound process ; Cox regression model ; intensity
Subject RIV	BB - Applied Statistics, Operational Research
R&D Projects	GA402/04/1294 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
Annotation	A stochastic process cumulating random increments at random moments is studied. We model it as a two-dimensional random point process and study its growth intensity. First, a rather general model allowing for the dependence of both components matually as well as on covariates is formulated, then the case where the increments depend on time is analyzed with the aid of the multiplicative hazard regression model. Special attention is devoted to the problem of prediction of process behaviour.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2006

Number of the records: 1