| Author | dc.contributor.author | Gouet Bañares, Raúl | es_CL |
| Author | dc.contributor.author | López, F. Javier | es_CL |
| Author | dc.contributor.author | Sanz, Gerardo | |
| Admission date | dc.date.accessioned | 2012-04-25T20:04:54Z | |
| Available date | dc.date.available | 2012-04-25T20:04:54Z | |
| Publication date | dc.date.issued | 2012-03 | |
| Cita de ítem | dc.identifier.citation | TEST Volume: 21 Issue: 1 Pages: 188-214 Published: MAR 2012 | es_CL |
| Identifier | dc.identifier.issn | 1133-0686 | |
| Identifier | dc.identifier.other | DOI: 10.1007/s11749-011-0242-6 | |
| Identifier | dc.identifier.uri | https://repositorio.uchile.cl/handle/2250/125580 | |
| Abstract | dc.description.abstract | Given a sequence of random variables {X (n) ,na parts per thousand yen1} and delta aa"e, an observation X (n) is a delta-record if X (n) > max {X (1),aEuro broken vertical bar,X (n-1)}+delta. We obtain, for delta a parts per thousand currency sign0, weak and strong laws of large numbers for the counting process of delta-records among the first n observations from a sequence of independent identically distributed random variables, with common distribution F, possibly discontinuous. We provide examples of our results in the context of common probability distributions. Finally, we show how delta-records can be used for maximum likelihood estimation. | es_CL |
| Patrocinador | dc.description.sponsorship | Fondecyt
1090216
MICINN
MTM2007-63769
MTM2010-15972
PFB-03-CMM | es_CL |
| Lenguage | dc.language.iso | en | es_CL |
| Publisher | dc.publisher | SPRINGER | es_CL |
| Keywords | dc.subject | Record | es_CL |
| Título | dc.title | On delta-record observations: asymptotic rates for the counting process and elements of maximum likelihood estimation | es_CL |
| Document type | dc.type | Artículo de revista | |
