Statistical Inference Stochastic Processes (77 results)
Statistical Inference from Stochastic Processes: Proceedings of the Ams-Ims-Siam Joint Summer Research Conference Held August 9-15, 1987 With Suppor (Contemporary Mathematics), Volume 80
Ams-Ims-Siam Joint Summer Research Conference In The Mathematical Scie; American Mathematical Society; Institute Of Mathematical Statistics; Society For Industrial And Applied Mathematics
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Published by Academic Press, 1980
Series: Book 12 of 30 - Probability and Mathematical Statistics
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Published by Academic Press, 1980
Series: Book 12 of 30 - Probability and Mathematical Statistics
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Hardcover. Condition: Good. Image shows actual book for sale. Book Condition: Good; firm binding; contents good; owner's name; no dust jacket. Hard Cover Academic Press 1980 Mathematics.
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1st ed. 17 x 24 cm. 602 pages. Hardcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. Sprache: Englisch.
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Published by Chapman and Hall/CRC, 2021
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Published by CRC Press, 2019
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Published by Chapman and Hall/CRC 2021-12-13, 2021
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Published by Chapman and Hall/CRC, 2021
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Published by CRC Press, 2019
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Published by CRC Press, 2019
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Published by CRC Press, 2019
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This work is an overview of statistical inference in stationary, discrete time stochastic processes. Results in the last fifteen years, particularly on non-Gaussian sequences and semi-parametric and non-parametric analysis have been reviewed. The f…irst chapter gives a background of results on martingales and strong mixing sequences, which enable us to generate various classes of CAN estimators in the case of dependent observations. Topics discussed include inference in Markov chains and extension of Markov chains such as Raftery's Mixture Transition Density model and Hidden Markov chains and extensions of ARMA models with a Binomial, Poisson, Geometric, Exponential, Gamma, Weibull, Lognormal, Inverse Gaussian and Cauchy as stationary distributions. It further discusses applications of semi-parametric methods of estimation such as conditional least squares and estimating functions in stochastic models. Construction of confidence intervals based on estimating functions is discussed in some detail. Kernel based estimation of joint density and conditional expectation are also discussed. Bootstrap and other resampling procedures for dependent sequences such as Markov chains, Markov sequences, linear auto-regressive moving average sequences, block based bootstrap for stationary sequences and other block based procedures are also discussed in some detail. This work can be useful for researchers interested in knowing developments in inference in discrete time stochastic processes. It can be used as a material for advanced level research students.
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Published by Taylor & Francis Ltd, 2019
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Published by CRC Press, 2019
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Published by CRC Press, 2019
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Taschenbuch. Condition: Neu. Statistical Inference for Discrete Time Stochastic Processes | M. B. Rajarshi | Taschenbuch | SpringerBriefs in Statistics | xi | Englisch | 2012 | Springer | EAN 9788132207627 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]spri…nger[dot]com | Anbieter: preigu.
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Published by CRC Press, 2019
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