A Review of Statistical Inference Problems on Markov Processes

Basel M. Al-Eideh

ISBN 10: 6137430537 / ISBN 13: 9786137430538

Published by LAP Lambert Academic Publishing, 2018

About this Item

nach der Bestellung gedruckt Neuware - Printed after ordering - The primary goal of this book is to present a comprehensive and theoretically accessible work to graduate students and researchers to develop their skills to use the theory of statistical inference problems on Markov processes. Therefore, the main objectives of this book are to produce an expository survey of the basic results on the estimation theory and testing hypotheses in discrete Markov chains. The survey is intended to be a self- contained in the sense that the complete proofs of some important results such as the asymptotic properties of the maximum likelihood estimators, are given without resorting to sequential or cross referencing. Some tests of hypotheses for absorbing chains are also reviewed. Also, to carryout some minor contributions through the generalization and extension of certain results.

Seller Inventory # 9786137430538

Bibliographic Details

• Title: A Review of Statistical Inference Problems on Markov Processes
• Publisher: LAP Lambert Academic Publishing
• Publication Date: 2018
• Language: English
• ISBN 10: 6137430537
• ISBN 13: 9786137430538
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 220W x 150H x 11D millimeters 220 millimeters width by 150 millimeters height by 11 millimeters depth
• Weight: 262 grams

About this title

Synopsis

The primary goal of this book is to present a comprehensive and theoretically accessible work to graduate students and researchers to develop their skills to use the theory of statistical inference problems on Markov processes. Therefore, the main objectives of this book are to produce an expository survey of the basic results on the estimation theory and testing hypotheses in discrete Markov chains. The survey is intended to be a self- contained in the sense that the complete proofs of some important results such as the asymptotic properties of the maximum likelihood estimators, are given without resorting to sequential or cross referencing. Some tests of hypotheses for absorbing chains are also reviewed. Also, to carryout some minor contributions through the generalization and extension of certain results.

About the Author

Basel M. Al-Eideh, PhD: Studied Statistics specializingin Applied Probability and Stochastic Processes atColorado State University, USA. Associate Professor,Kuwait University (2000-Present). Published more than 70research papers in numerous peer-reviewed journals.