Inferencia Estadística con delta-récords en modelos con tendencia
M. Lafuente Blasco, R. Gouet Bañares, F. J. López Lorente, G. Sanz
Se considera un modelo con tendencia lineal Yn=Xn+cn, n≥1, con Xn variables iid con distribución F(x| p), y se definen los delta-récords de las observaciones (Yn). Se analizan sus propiedades y la aplicación en la inferencia del modelo.
Se estudia la estimación máximo verosímil de c y p usando delta-récords, mostrando que, en general, no es posible obtener expresiones analíticas de esos estimadores. Se analiza una familia de distribuciones para la que se pueden determinar analíticamente dichos estimadores, cuyo comportamiento se analiza mediante simulaciones. Se comprueba que los estimadores basados en delta-récords mejoran significativamente a los análogos basados solo en récords.
Se presenta una aplicación a datos reales de temperaturas, en la cual se muestra que el modelo con tendencia lineal es coherente con el fenómeno del calentamiento global y que nuestros resultados concuerdan con los de otros autores en estudios climatológicos previos.
Keywords: delta-récord, récords, modelos con tendencia, inferencia con delta-récords, aplicaciones en climatología
Scheduled
GT17 Stochastic Processes and their Applications II
June 7, 2022 3:30 PM
A26
Other papers in the same session
C. Minuesa Abril, C. Gutiérrez Pérez
M. Gamboa Pérez, M. J. López-Herrero
R. E. Lillo, P. Ramirez Cobo, M. González Bernal
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