Smoothing signals for semimartingales

DOI10.1016/0304-4149(88)90066-XzbMath0644.60039MaRDI QIDQ1102621

A. Thavaneswaran

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

cumulative hazard functionsemimartingale modelconvolution smoothingdensity-estimates

Mathematics Subject Classification ID

Generalizations of martingales (60G48) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

A note on smoothed estimating functions ⋮ Nonparametric synthetic data regression estimation for censored survival data ⋮ Functional version of the delta method and its application ⋮ NONPARAMETRIC ESTIMATORS FOR CENSORED CORRELATED DATA ⋮ Nonparametric estimation in change point hazard rate models for censored data: A counting process approach ⋮ A note on recursive smoothers for semimartingales

Cites Work

• Smoothing counting process intensities by means of kernel functions
• A Bayesian nonparametric approach to reliability
• Nonparametric inference for a family of counting processes
• Remarks on Some Nonparametric Estimates of a Density Function
• Developments in Nonparametric Density Estimation
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