Estimation of the average number of continuous crossings for non-stationary non-diffusion processes
| hal.structure.identifier | Simulation et Analyse de la morphogenèse in siliCo [MOSAIC] | |
| hal.structure.identifier | Reproduction et développement des plantes [RDP] | |
| dc.contributor.author | AZAÏS, Romain | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | GENADOT, Alexandre | |
| dc.date.accessioned | 2024-04-04T03:06:17Z | |
| dc.date.available | 2024-04-04T03:06:17Z | |
| dc.date.created | 2018-04 | |
| dc.date.issued | 2019-01 | |
| dc.identifier.issn | 0378-3758 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/193322 | |
| dc.description.abstractEn | Assume that you observe trajectories of a non-diffusive non-stationary process and that you are interested in the average number of times where the process crosses some threshold (in dimension d = 1) or hypersurface (in dimension d ≥ 2). Of course, you can actually estimate this quantity by its empirical version counting the number of observed crossings. But is there a better way? In this paper, for a wide class of piecewise smooth processes, we propose estimators of the average number of continuous crossings of an hypersurface based on Kac-Rice formulae. We revisit these formulae in the uni-and multivariate framework in order to be able to handle non-stationary processes. Our statistical method is tested on both simulated and real data. | |
| dc.language.iso | en | |
| dc.publisher | Elsevier | |
| dc.subject.en | Average number of crossings | |
| dc.subject.en | Piecewise deterministic process | |
| dc.subject.en | Plug-in estimators | |
| dc.title.en | Estimation of the average number of continuous crossings for non-stationary non-diffusion processes | |
| dc.type | Article de revue | |
| dc.identifier.doi | 10.1016/j.jspi.2018.04.002 | |
| dc.subject.hal | Statistiques [stat]/Méthodologie [stat.ME] | |
| dc.subject.hal | Mathématiques [math]/Probabilités [math.PR] | |
| dc.identifier.arxiv | 1703.10192 | |
| bordeaux.journal | Journal of Statistical Planning and Inference | |
| bordeaux.page | 119-138 | |
| bordeaux.volume | 198 | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-01499914 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01499914v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=Journal%20of%20Statistical%20Planning%20and%20Inference&rft.date=2019-01&rft.volume=198&rft.spage=119-138&rft.epage=119-138&rft.eissn=0378-3758&rft.issn=0378-3758&rft.au=AZA%C3%8FS,%20Romain&GENADOT,%20Alexandre&rft.genre=article |
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