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Record Nr. |
UNINA9910788786503321 |
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Titolo |
Statistical inference from stochastic processes : proceedings of the AMS-IMS-SIAM joint summer research conference held August 9-15, 1987, with support from the National Science Foundation and the Army Research Office / / N.U. Prabhu, editor |
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Pubbl/distr/stampa |
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Providence, Rhode Island : , : American Mathematical Society, , [1988] |
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©1988 |
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ISBN |
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Descrizione fisica |
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1 online resource (406 p.) |
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Collana |
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Contemporary mathematics, , 0271-4132 ; ; volume 80 |
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Disciplina |
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Soggetti |
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Stochastic processes |
Mathematical statistics |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references. |
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Nota di contenuto |
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""Contents""; ""Preface""; ""Invited Speakers""; ""Partially specified semimartingale experiments""; ""Censoring, truncation and filtering in statistical models based on counting processes""; ""Right censoring and the Kaplan-Meier and Nelson-Alilen estimators. Summary of results""; ""Partial likelihood: applications, ramifications, generalizations""; ""Multiple regression with integrated time series""; ""Analysis of grouped duration data""; ""Asymptotic theory for weighted least squares estimators in Aalen's additive risk model"" |
""Some applications in statistics of semimartingale weak convergence theorems""""Censoring, martingales and the Cox model""; ""Composite likelihood methods""; ""Fixed sample and asymptotic optimality for classes of estimating functions""; ""Statistical inference from sampled data for stochastic processes""; ""Optimal properties of SPRT for some stochastic processes""; ""Estimation theory for the branching process with immigration""; ""A sequential approach for reducing curved exponential families of stochastic processes to noncurved exponential ones"" |
""Palm distributions of point processes and their applications to statistical inference""""The mathematical structure of error correction models"" |
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