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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| 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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| Pubblicazione: | Providence, Rhode Island : , : American Mathematical Society, , [1988] |
| ©1988 | |
| Descrizione fisica: | 1 online resource (406 p.) |
| Disciplina: | 519.2 |
| Soggetto topico: | Stochastic processes |
| Mathematical statistics | |
| Persona (resp. second.): | PrabhuN. U <1924-> (Narahari Umanath) |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | ""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"" | |
| Titolo autorizzato: | Statistical inference from stochastic processes |
| ISBN: | 0-8218-7668-6 |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910788786503321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
Contemporary mathematics (American Mathematical Society) ; ; v. 80.