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Kernel estimation for characteristics of pure jump processes

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Abstract

In most cases wear processes or diagnosis parameters characterizing them can be described by homogeneous processes with independent increments and similar processes. Especially, time dependence of certain diagnosis parameters can be modeled effectively by pure jump processes. In the present paper we consider problems of estimation of the jump density by nonparametric methods.

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Authors and Affiliations

  1. An der Josefshöhe 21, D-53117, Bonn

    H. Schäbe

  2. Einbahnstr., D-39171, Beyendorf-Sohlen

    J. Tiedge

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  1. H. Schäbe
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  2. J. Tiedge
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Schäbe, H., Tiedge, J. Kernel estimation for characteristics of pure jump processes. Stat Papers 36, 131–144 (1995). https://doi.org/10.1007/BF02926026

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  • DOI: https://doi.org/10.1007/BF02926026

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