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Author : Ishwar V. Basawa
Publisher :
ISBN 13 :
Total Pages : 19 pages
Book Rating : 4.:/5 (66 download)
Download or read book Asymptotic Tests of Composite Hypotheses for Non-ergodic Type Stochastic Processes written by Ishwar V. Basawa and published by . This book was released on 1979 with total page 19 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : I. V. Basawa
Publisher : Springer Science & Business Media
ISBN 13 : 1461255058
Total Pages : 183 pages
Book Rating : 4.4/5 (612 download)
Download or read book Asymptotic Optimal Inference for Non-ergodic Models written by I. V. Basawa and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 183 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph contains a comprehensive account of the recent work of the authors and other workers on large sample optimal inference for non-ergodic models. The non-ergodic family of models can be viewed as an extension of the usual Fisher-Rao model for asymptotics, referred to here as an ergodic family. The main feature of a non-ergodic model is that the sample Fisher information, appropriately normed, converges to a non-degenerate random variable rather than to a constant. Mixture experiments, growth models such as birth processes, branching processes, etc. , and non-stationary diffusion processes are typical examples of non-ergodic models for which the usual asymptotics and the efficiency criteria of the Fisher-Rao-Wald type are not directly applicable. The new model necessitates a thorough review of both technical and qualitative aspects of the asymptotic theory. The general model studied includes both ergodic and non-ergodic families even though we emphasise applications of the latter type. The plan to write the monograph originally evolved through a series of lectures given by the first author in a graduate seminar course at Cornell University during the fall of 1978, and by the second author at the University of Munich during the fall of 1979. Further work during 1979-1981 on the topic has resolved many of the outstanding conceptual and technical difficulties encountered previously. While there are still some gaps remaining, it appears that the mainstream development in the area has now taken a more definite shape.
Author : Albert N Shiryaev
Publisher : World Scientific
ISBN 13 : 9814494151
Total Pages : 301 pages
Book Rating : 4.8/5 (144 download)
Download or read book Statistical Experiments And Decision, Asymptotic Theory written by Albert N Shiryaev and published by World Scientific. This book was released on 2000-07-04 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is “how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment”.
Author : Manfred Denker
Publisher : Birkhäuser
ISBN 13 : 331930190X
Total Pages : 717 pages
Book Rating : 4.3/5 (193 download)
Download or read book Rabi N. Bhattacharya written by Manfred Denker and published by Birkhäuser. This book was released on 2016-06-30 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications. For more than three decades, Bhattacharya has made significant contributions in areas ranging from theoretical statistics via analytical probability theory, Markov processes, and random dynamics to applied topics in statistics, economics, and geophysics. Selected reprints of Bhattacharya’s papers are divided into three sections: Modes of Approximation, Large Times for Markov Processes, and Stochastic Foundations in Applied Sciences. The accompanying articles by the contributing authors not only help to position his work in the context of other achievements, but also provide a unique assessment of the state of their individual fields, both historically and for the next generation of researchers. Rabi N. Bhattacharya: Selected Papers will be a valuable resource for young researchers entering the diverse areas of study to which Bhattacharya has contributed. Established researchers will also appreciate this work as an account of both past and present developments and challenges for the future.
Author : Al?bert Nikolaevich Shiri?aev
Publisher : World Scientific
ISBN 13 : 9789810241018
Total Pages : 306 pages
Book Rating : 4.2/5 (41 download)
Download or read book Statistical Experiments and Decisions written by Al?bert Nikolaevich Shiri?aev and published by World Scientific. This book was released on 2000 with total page 306 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is ?how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment?.
Author : Mark Podolskij
Publisher : Springer
ISBN 13 : 3319258265
Total Pages : 529 pages
Book Rating : 4.3/5 (192 download)
Download or read book The Fascination of Probability, Statistics and their Applications written by Mark Podolskij and published by Springer. This book was released on 2015-12-26 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: Collecting together twenty-three self-contained articles, this volume presents the current research of a number of renowned scientists in both probability theory and statistics as well as their various applications in economics, finance, the physics of wind-blown sand, queueing systems, risk assessment, turbulence and other areas. The contributions are dedicated to and inspired by the research of Ole E. Barndorff-Nielsen who, since the early 1960s, has been and continues to be a very active and influential researcher working on a wide range of important problems. The topics covered include, but are not limited to, econometrics, exponential families, Lévy processes and infinitely divisible distributions, limit theory, mathematical finance, random matrices, risk assessment, statistical inference for stochastic processes, stochastic analysis and optimal control, time series, and turbulence. The book will be of interest to researchers and graduate students in probability, statistics and their applications.
Author : Soumendra Lahiri
Publisher : Springer Science & Business Media
ISBN 13 : 3319026518
Total Pages : 395 pages
Book Rating : 4.3/5 (19 download)
Download or read book Contemporary Developments in Statistical Theory written by Soumendra Lahiri and published by Springer Science & Business Media. This book was released on 2013-12-02 with total page 395 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume highlights Prof. Hira Koul’s achievements in many areas of Statistics, including Asymptotic theory of statistical inference, Robustness, Weighted empirical processes and their applications, Survival Analysis, Nonlinear time series and Econometrics, among others. Chapters are all original papers that explore the frontiers of these areas and will assist researchers and graduate students working in Statistics, Econometrics and related areas. Prof. Hira Koul was the first Ph.D. student of Prof. Peter Bickel. His distinguished career in Statistics includes the receipt of many prestigious awards, including the Senior Humbolt award (1995), and dedicated service to the profession through editorial work for journals and through leadership roles in professional societies, notably as the past president of the International Indian Statistical Association. Prof. Hira Koul has graduated close to 30 Ph.D. students, and made several seminal contributions in about 125 innovative research papers. The long list of his distinguished collaborators is represented by the contributors to this volume.
Author : M. Csörgö
Publisher : American Mathematical Soc.
ISBN 13 : 0821835610
Total Pages : 546 pages
Book Rating : 4.8/5 (218 download)
Download or read book Asymptotic Methods in Stochastics written by M. Csörgö and published by American Mathematical Soc.. This book was released on 2004 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt: Honoring over forty years of Miklos Csorgo's work in probability and statistics, this title shows the state of the research. This book covers such topics as: path properties of stochastic processes, weak convergence of random size sums, almost sure stability of weighted maxima, and procedures for detecting changes in statistical models.
Author : Masanobu Taniguchi
Publisher : Springer Science & Business Media
ISBN 13 : 146121162X
Total Pages : 671 pages
Book Rating : 4.4/5 (612 download)
Download or read book Asymptotic Theory of Statistical Inference for Time Series written by Masanobu Taniguchi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 671 pages. Available in PDF, EPUB and Kindle. Book excerpt: The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to the usual AR, MA, and ARMA processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described. The authors discuss estimation and testing theory and many other relevant statistical methods and techniques.
Author : Donald Dawson
Publisher : Springer
ISBN 13 : 1493930761
Total Pages : 401 pages
Book Rating : 4.4/5 (939 download)
Download or read book Asymptotic Laws and Methods in Stochastics written by Donald Dawson and published by Springer. This book was released on 2015-11-12 with total page 401 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Author : Ching-Shiu Cheng
Publisher : Chapman and Hall/CRC
ISBN 13 :
Total Pages : 492 pages
Book Rating : 4.3/5 (91 download)
Download or read book Proceedings of the Berkeley Conference in Honor of Jerzy Neyman and Jack Keifer written by Ching-Shiu Cheng and published by Chapman and Hall/CRC. This book was released on 1985-12-30 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Institute of Mathematical Statistics
Publisher :
ISBN 13 :
Total Pages : 740 pages
Book Rating : 4.:/5 (35 download)
Download or read book Bulletin - Institute of Mathematical Statistics written by Institute of Mathematical Statistics and published by . This book was released on 1979 with total page 740 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 752 pages
Book Rating : 4.3/5 (91 download)
Download or read book Mathematical Reviews written by and published by . This book was released on 1999 with total page 752 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 544 pages
Book Rating : 4.3/5 (121 download)
Download or read book Biometrika written by and published by . This book was released on 1960-06 with total page 544 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author :
Publisher :
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.:/5 (45 download)
Download or read book Kybernetika written by and published by . This book was released on 1988 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Jay Ira Cohen
Publisher :
ISBN 13 :
Total Pages : 142 pages
Book Rating : 4.E/5 ( download)
Download or read book Asymptotically Optimal Tests of Composite Hypotheses in Some Non-standard Cases written by Jay Ira Cohen and published by . This book was released on 1970 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Vladimir E. Bening
Publisher : VSP
ISBN 13 : 9789067643238
Total Pages : 312 pages
Book Rating : 4.6/5 (432 download)
Download or read book Asymptotic Theory of Testing Statistical Hypotheses written by Vladimir E. Bening and published by VSP. This book was released on 2000-01-01 with total page 312 pages. Available in PDF, EPUB and Kindle. Book excerpt: The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.
