Selected Proceedings of the Symposium on Inference for Stochastic Processes
Author: Ishwar V. Basawa
Publisher: IMS
Published: 2001
Total Pages: 370
ISBN-13: 9780940600515
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Author: Ishwar V. Basawa
Publisher: IMS
Published: 2001
Total Pages: 370
ISBN-13: 9780940600515
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Published: 2008
Total Pages: 355
ISBN-13:
DOWNLOAD EBOOKThis e-book is the product of Project Euclid and its mission to advance scholarly communication in the field of theoretical and applied mathematics and statistics. Project Euclid was developed and deployed by the Cornell University Library and is jointly managed by Cornell and the Duke University Press.
Author: Ross Maller
Publisher: Springer Science & Business Media
Published: 2010-09-17
Total Pages: 490
ISBN-13: 1441958231
DOWNLOAD EBOOKIn 1945, very early in the history of the development of a rigorous analytical theory of probability, Feller (1945) wrote a paper called “The fundamental limit theorems in probability” in which he set out what he considered to be “the two most important limit theorems in the modern theory of probability: the central limit theorem and the recently discovered ... ‘Kolmogoroff’s cel ebrated law of the iterated logarithm’ ”. A little later in the article he added to these, via a charming description, the “little brother (of the central limit theo rem), the weak law of large numbers”, and also the strong law of large num bers, which he considers as a close relative of the law of the iterated logarithm. Feller might well have added to these also the beautiful and highly applicable results of renewal theory, which at the time he himself together with eminent colleagues were vigorously producing. Feller’s introductory remarks include the visionary: “The history of probability shows that our problems must be treated in their greatest generality: only in this way can we hope to discover the most natural tools and to open channels for new progress. This remark leads naturally to that characteristic of our theory which makes it attractive beyond its importance for various applications: a combination of an amazing generality with algebraic precision.
Author: Parhasarathi Lahiri
Publisher: IMS
Published: 2001
Total Pages: 262
ISBN-13: 9780940600522
DOWNLOAD EBOOKAuthor: B. L. S. Prakasa Rao
Publisher: John Wiley & Sons
Published: 2011-07-05
Total Pages: 213
ISBN-13: 0470975768
DOWNLOAD EBOOKStochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key features: Introduces self-similar processes, fractional Brownian motion and stochastic integration with respect to fractional Brownian motion. Provides a comprehensive review of statistical inference for processes driven by fractional Brownian motion for modelling long range dependence. Presents a study of parametric and nonparametric inference problems for the fractional diffusion process. Discusses the fractional Brownian sheet and infinite dimensional fractional Brownian motion. Includes recent results and developments in the area of statistical inference of fractional diffusion processes. Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.
Author: Jesper Moller
Publisher: CRC Press
Published: 2003-09-25
Total Pages: 320
ISBN-13: 9780203496930
DOWNLOAD EBOOKSpatial point processes play a fundamental role in spatial statistics and today they are an active area of research with many new applications. Although other published works address different aspects of spatial point processes, most of the classical literature deals only with nonparametric methods, and a thorough treatment of the theory and applications of simulation-based inference is difficult to find. Written by researchers at the top of the field, this book collects and unifies recent theoretical advances and examples of applications. The authors examine Markov chain Monte Carlo algorithms and explore one of the most important recent developments in MCMC: perfect simulation procedures.
Author: Raghu Raj Bahadur
Publisher: IMS
Published: 2002
Total Pages: 90
ISBN-13: 9780940600539
DOWNLOAD EBOOK"In the Winter Quarter of the academic year 1984-1985, Raj Bahadur gave a series of lectures on estimation theory at the University of Chicago"--Page i.
Author: Vladas Pipiras
Publisher: Cambridge University Press
Published: 2017-04-18
Total Pages: 693
ISBN-13: 1107039460
DOWNLOAD EBOOKA modern and rigorous introduction to long-range dependence and self-similarity, complemented by numerous more specialized up-to-date topics in this research area.
Author: Ishwar V. Basawa
Publisher: IMS
Published: 1997
Total Pages: 460
ISBN-13: 9780940600447
DOWNLOAD EBOOKAuthor: Jesper Møller
Publisher: Springer Science & Business Media
Published: 2013-04-17
Total Pages: 217
ISBN-13: 0387218114
DOWNLOAD EBOOKThis volume shows how sophisticated spatial statistical and computational methods apply to a range of problems of increasing importance for applications in science and technology. It introduces topics of current interest in spatial and computational statistics, which should be accessible to postgraduate students as well as to experienced statistical researchers.