Doob meyer decomposition, Advanced Statistics

Assignment Help:

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.


Related Discussions:- Doob meyer decomposition

Regression to the mean, Regression to the mean is the procedure first note...

Regression to the mean is the procedure first noted by Sir Francis Galton that 'each peculiarity in man is shared by his kinsmen, but on average to the less degree.' Hence the ten

EM, What is the EM?

What is the EM?

Describe hurdle model, Hurdle Model:  The model for count data which postul...

Hurdle Model:  The model for count data which postulates two processes, one generating the zeros in the data and one generating positive values. The binomial model decides the bina

Factorial moment generating function, The function of a variable t which, w...

The function of a variable t which, when extended formally as a power series in t, yields factorial moments as the coefficients of the respective powers. If the P(t) is probability

Fuzzy set theory, A radically different approach of dealing with the uncert...

A radically different approach of dealing with the uncertainty than the traditional probabilistic and the statistical methods. The necessary feature of the fuzzy set is a membershi

Multi-hit model, Multi-hit model is the model for a toxic response which r...

Multi-hit model is the model for a toxic response which results from the random occurrence of one or the more fundamental biological events. A response is supposed to be induced o

Baddeley''smetric, Baddeley'smetric : A manner of measuring the 'error' in ...

Baddeley'smetric : A manner of measuring the 'error' in the image processing technique or method. The metric is derived using the fundamental theory from the stochastic geometry an

Follow back surveys, Surveys which use lists related with the vital statist...

Surveys which use lists related with the vital statistics to sample individuals for the further information. For instance, the 1988 National Mortality Follow back Survey sampled de

Friedman''s two-way analysis of variance, The distribution free or techniqu...

The distribution free or technique which is the analogue of the analysis of variance for the design with two factors. It can be applied to data sets which do not meet the assumptio

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd