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.

Corporate author
Format
Book
Language
English
Εdition
1st ed.
Published/​Created
  • Providence, Rhode Island : American Mathematical Society, [1988]
  • ©1988
Description
1 online resource (406 p.)

Details

Subject(s)
Related name
Editor
Issuing body
Series
  • Contemporary mathematics (American Mathematical Society) ; v. 80. [More in this series]
  • Contemporary mathematics, 0271-4132 ; volume 80
Notes
Description based upon print version of record.
Bibliographic references
Includes bibliographical references.
Source of description
Description based on print version record.
Language note
English
Contents
  • ""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""
ISBN
0-8218-7668-6
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