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Statistical inference from stochastic processes : [electronic resource] 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.

By: AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Statistical Inference from Stochastic Processes (1987 : Cornell University)Contributor(s): Prabhu, N. U. (Narahari Umanath), 1924- | American Mathematical Society | Institute of Mathematical Statistics | Society for Industrial and Applied MathematicsMaterial type: Text

TextSeries: Contemporary mathematics (American Mathematical Society) ; v. 80.Publication details: Providence, R.I. : American Mathematical Society, c1988Description: 1 online resource (xv, 386 p.)ISBN: 9780821876688 (online)Subject(s): Stochastic processes -- Congresses | Mathematical statistics -- CongressesAdditional physical formats: Statistical inference from stochastic processes :DDC classification: 519.2 LOC classification: QA274.A1 | A47 1987Online resources: Contents | Contents

Contents:

Partially specified semimartingale experiments / P. E. Greenwood -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999005 Censoring, truncation and filtering in statistical models based on counting processes / Per Kragh Andersen, �rnulf Borgan, Richard D. Gill and Niels Keiding -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999006 Right censoring and the Kaplan-Meier and Nelson-Aalen estimators. Summary of results / Martin Jacobsen -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999007 Partial likelihood: applications, ramifications, generalizations / David Oakes -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999008 Multiple regression with integrated time series / Peter C. B. Phillips -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999009 Analysis of grouped duration data / Nicholas M. Kiefer -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999010 Asymptotic theory for weighted least squares estimators in Aalen's additive risk model / Ian W. McKeague -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999011 Some applications in statistics of semimartingale weak convergence theorems / Michael J. Phelan -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999012 Censoring, martingales, and the Cox model / Ya'acov Ritov and Jon A. Wellner -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999013 Composite likelihood methods / Bruce G. Lindsay -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999014 Fixed sample and asymptotic optimality for classes of estimating functions / C. C. Heyde -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999015 Statistical inference from sampled data for stochastic processes / B. L. S. Prakasa Rao -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999016 Optimal properties of SPRT for some stochastic processes / B. R. Bhat -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999017 Estimation theory for the branching process with immigration / John Winnicki -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999018 A sequential approach for reducing curved exponential families of stochastic processes to noncurved exponential ones / Valeri T. Stefanov -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999019 Palm distributions of point processes and their applications to statistical inference / Alan F. Karr -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999020 The mathematical structure of error correction models / S�ren Johansen -- http://www.ams.org/conm/080/ http://dx.doi.org/10.1090/conm/080/999021

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Current library	Home library	Call number	Materials specified	URL	Status	Date due	Barcode
IMSc Library	IMSc Library			Link to resource	Available		EBK11360

Includes bibliographical references.

Partially specified semimartingale experiments / P. E. Greenwood -- Censoring, truncation and filtering in statistical models based on counting processes / Per Kragh Andersen, �rnulf Borgan, Richard D. Gill and Niels Keiding -- Right censoring and the Kaplan-Meier and Nelson-Aalen estimators. Summary of results / Martin Jacobsen -- Partial likelihood: applications, ramifications, generalizations / David Oakes -- Multiple regression with integrated time series / Peter C. B. Phillips -- Analysis of grouped duration data / Nicholas M. Kiefer -- Asymptotic theory for weighted least squares estimators in Aalen's additive risk model / Ian W. McKeague -- Some applications in statistics of semimartingale weak convergence theorems / Michael J. Phelan -- Censoring, martingales, and the Cox model / Ya'acov Ritov and Jon A. Wellner -- Composite likelihood methods / Bruce G. Lindsay -- Fixed sample and asymptotic optimality for classes of estimating functions / C. C. Heyde -- Statistical inference from sampled data for stochastic processes / B. L. S. Prakasa Rao -- Optimal properties of SPRT for some stochastic processes / B. R. Bhat -- Estimation theory for the branching process with immigration / John Winnicki -- A sequential approach for reducing curved exponential families of stochastic processes to noncurved exponential ones / Valeri T. Stefanov -- Palm distributions of point processes and their applications to statistical inference / Alan F. Karr -- The mathematical structure of error correction models / S�ren Johansen --