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

Hi there i have send mail on info@expertminds regarding assignment, i am waiting nearly 45 minutes for reply

Johnson-Neyman technique:  The technique which can be used in the situations where analysis of the covariance is not valid because of the heterogeneity of slopes. With this method

Observational study   is the study in which the objective is to discover cause-and-effect relationships but in which it is not feasible to use the controlled experimentation, in th

L'Abbe ´ plot is often used in the meta-analysis of the clinical trials where the result is the binary response of it. The event risk (number of events/number of the patients in a

Conditional probability : The probability that an event occurs given the outcome of other event. Generally written, Pr(A|B). For instance, the probability of a person being color b

Multitrait multi method model (MTMM) is the form of confirmatory factor analysis model in which the different techniques of measurement are used to measure each of the latent vari

moving and semi average method graphical reprsentation

The statistical methods for estimation and inference which are based on a function of sample observations, probability distribution of which does not rely upon a complete speci?cat

The variables resulting from the recoding categorical variables with more than two categories into the sequence of binary variables. Marital status, for instance, if originally lab