Browsing by Author "Sanz, Gerardo"
Now showing items 1-8 of 8
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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 ...
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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 ...
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Asymptotic normality for the counting process of weak records and delta-records in discrete models Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (2007)Let {X-n, n >= 1} be a sequence of independent and identically distributed random variables, taking non-negative integer values, and call X-n a delta-record if X-n > max{X-1,..., Xn-1} + delta, where delta is an integer ...
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Gouet Bañares, Raúl; López, F. Javier; Sanz, Gerardo (ELSEVIER, 2008-10-01)We obtain strong laws of large numbers for the number of weak records among the first n observations from a sequence of nonnegative integer-valued independent identically distributed random variables.
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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 near-record if , where and is a parameter. We analyze the point process ...
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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 Y-n = X-n + T-n, n >= 1, where (X-n)(n is an element of z) is a stationary ergodic sequence of random ...
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Gouet Bañares, Raúl; López, F. Javier; Maldonado, Lina P.; Sanz, Gerardo (Elsevier, 2014)New inferential procedures for the geometric distribution, based on δ-records, are developed. Maximum likelihood and Bayesian approaches for parameter estimation and prediction of future records are considered. The ...
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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 δ-records 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 ...