The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Online Program Home
Abstract Details
|
Activity Number:
|
135
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Monday, July 30, 2012 : 8:30 AM to 10:20 AM
|
|
Sponsor:
|
IMS
|
| Abstract - #305143 |
|
Title:
|
Maximum Spacing Estimation for Dependent Variables
|
|
Author(s):
|
Bo Ranneby*+ and Kristi Kuljus
|
|
Companies:
|
Swedish University of Agricultural Sciences and Swedish University of Agricultural Sciences
|
|
Address:
|
SLU, Umeå, International, SE-90183, Sweden
|
|
Keywords:
|
maximum spacing ;
estimation ;
Markov chains ;
semi-Markov chains ;
consistency
|
|
Abstract:
|
For independent and identically distributed univariate observations a new estimation method, the maximum spacing (MSP) method, was defined in Ranneby (Scand. J. Statist. 11 (1984)) and independently by Cheng and Amin (J. Roy. Statist. Soc. B 45 (1983)). The idea behind the method, as described by Ranneby (1984), is to approximate the Kullback-Leibler information so that each contribution is bounded from above. In the present paper, the MSP method is extended to Markov and semi-Markov chains with continuous time. Consistency of the MSP estimate is proved. Furthermore, the extension to m-dependent stationary processes is discussed.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2012 program
|
2012 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.