Doob meyer decomposition, Advanced Statistics

A theorem which shows that any counting process may be uniquely decomposed as the sum of a martingale and a predictable, right-continous process called the compensator, assuming certain mathematical conditions.

Posted Date: 7/27/2012 6:39:02 AM | Location : United States







Related Discussions:- Doob meyer decomposition, Assignment Help, Ask Question on Doob meyer decomposition, Get Answer, Expert's Help, Doob meyer decomposition Discussions

Write discussion on Doob meyer decomposition
Your posts are moderated
Related Questions
K-means cluster analysis is the method of cluster analysis in which from an initial partition of observations into K clusters, each observation in turn is analysed and reassigned,

Q. A toothpaste company want to know if its new product increases the length of time in-between dentist visit to its user. The company sets a target for 180 days to determine if it

Barnard, George Alfred (1915^2002) : Born in Walthamstow in the east of London, Barnard achieved a scholarship to St. John's College, Cambridge, from where he graduated in the math

Models for the analysis of the survival times, or the time to event, data in which it is expected that a fraction of the subjects will not experience the event of interest. In a cl

Question 1 A box contains 20 fuses of which 5 are defective If 2 fuses are chosen together at random what is the probability that both the fuses are defective? Question 2 A c

In the experimental studies, the collection of individuals to which the experimental process of interest is not applied. In the observational studies, most often used for a collect

1) Question on the first day questionnaire asked students to rate their response to the question Are you deeply moved by the arts or music? Assume the population that is sampled

Quality-adjusted survival analysis is a method for evaluating the effects of treatment on survival which allows the consideration of quality of life as well as the quantity of lif

Procedures for estimating the probability distributions without supposing any particular functional form. Constructing the histogram is perhaps the easiest example of such type of

Hello-goodbye effect : The phenomenon initially described in psychotherapy research, but one which might arise whenever a subject is assessed on two occasions, with some interventi