Browsing by Author "López, F. Javier"
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Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (2007)Let (Xn) be a sequence of nonnegative, integrable, independent and identically distributed random variables, with common distribution function F. We consider the problem of finding all distribution functions F such that ...

Lafuente, Miguel; Ejea, David; Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (Springer, 2023)We study the probability of occurrence of records in a model with linear trend. While this probability has been studied in the iid case, the existence of a trend makes its analysis much more involved. Asymptotic properties ...

Asymptotic normality for the counting process of weak records and deltarecords in discrete models Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (2007)Let {Xn, n >= 1} be a sequence of independent and identically distributed random variables, taking nonnegative integer values, and call Xn a deltarecord if Xn > max{X1,..., Xn1} + delta, where delta is an integer ...

Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (Taylor & Francis, 2012)Nearrecords in a sequence of random variables Xn n ≥ 1 are observations within a fixed distance of the current maximum. More precisely, as defined by Balakrishnan et al. (2005), Xn is a nearrecord if Xn ∈ Mn−1 − a ...

Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (ELSEVIER, 20081001)We obtain strong laws of large numbers for the number of weak records among the first n observations from a sequence of nonnegative integervalued independent identically distributed random variables.

Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (SPRINGER, 201203)Given a sequence of random variables {X (n) ,na parts per thousand yen1} and delta aa"e, an observation X (n) is a deltarecord if X (n) > max {X (1),aEuro broken vertical bar,X (n1)}+delta. We obtain, for delta a parts ...

Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (Springer, 2015)Let be a sequence of independent and identically distributed random variables, with common absolutely continuous distribution . An observation is a nearrecord if , where and is a parameter. We analyze the point process ...

Collet, Pierre; López, F. Javier; Martínez Aguilera, Servet (ELSEVIER SCIENCE, 20031115)We consider a discretetime ergodic Markov chain on a partially ordered state space and study the stochastic comparison between its invariant measure and some measures related with the behaviour of the chain conditioned ...

Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (Applied Probability Trust, 2015)We prove strong convergence and asymptotic normality for the record and the weak record rate of observations of the form Yn = Xn + Tn, n >= 1, where (Xn)(n is an element of z) is a stationary ergodic sequence of random ...

Gouet Bañares, Raúl; López, F. Javier; Maldonado, Lina P.; Sanz, Gerardo (Elsevier, 2014)New inferential procedures for the geometric distribution, based on δrecords, are developed. Maximum likelihood and Bayesian approaches for parameter estimation and prediction of future records are considered. The ...

Gouet Bañares, Raúl; Lafuente, Miguel; López, F. Javier; Sanz, Gerardo (Springer, 2018)In this paper we prove a Law of Large Numbers for the number of δrecords in a sequence of random variables with an underlying trend. Our results generalizes results appeared in the literature for the i.i.d. case and for ...