Statistical Inference from Stochastic Processes.
Prabhu, N.U.
Statistical Inference from Stochastic Processes. - 1st ed. - 1 online resource (406 pages) - Contemporary Mathematics ; v.80 . - Contemporary Mathematics .
Intro -- 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.
9780821876688
Stochastic processes -- Congresses.
Mathematical statistics -- Congresses.
Electronic books.
QA274.A1 -- A47 1987eb
519.2
Statistical Inference from Stochastic Processes. - 1st ed. - 1 online resource (406 pages) - Contemporary Mathematics ; v.80 . - Contemporary Mathematics .
Intro -- 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.
9780821876688
Stochastic processes -- Congresses.
Mathematical statistics -- Congresses.
Electronic books.
QA274.A1 -- A47 1987eb
519.2