Valid Asymptotic Expansions For The Maximum Likelihood Estimator Of The Parameter Of A Stationary Gaussian Strongly Dependent Process

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Foundations of Statistical Inference

Author : Yoel Haitovsky
Publisher : Springer Science & Business Media
ISBN 13 : 3642574106
Total Pages : 227 pages
Book Rating : 4.6/5 (425 download)

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Book Synopsis Foundations of Statistical Inference by : Yoel Haitovsky

Download or read book Foundations of Statistical Inference written by Yoel Haitovsky and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of papers presented at a conference held in Shoresh Holiday Resort near Jerusalem, Israel, in December 2000 organized by the Israeli Ministry of Science, Culture and Sport. The theme of the conference was "Foundation of Statistical Inference: Applications in the Medical and Social Sciences and in Industry and the Interface of Computer Sciences". The following is a quotation from the Program and Abstract booklet of the conference. "Over the past several decades, the field of statistics has seen tremendous growth and development in theory and methodology. At the same time, the advent of computers has facilitated the use of modern statistics in all branches of science, making statistics even more interdisciplinary than in the past; statistics, thus, has become strongly rooted in all empirical research in the medical, social, and engineering sciences. The abundance of computer programs and the variety of methods available to users brought to light the critical issues of choosing models and, given a data set, the methods most suitable for its analysis. Mathematical statisticians have devoted a great deal of effort to studying the appropriateness of models for various types of data, and defining the conditions under which a particular method work. " In 1985 an international conference with a similar title* was held in Is rael. It provided a platform for a formal debate between the two main schools of thought in Statistics, the Bayesian, and the Frequentists.

Long-Memory Processes

Author : Jan Beran
Publisher : Springer Science & Business Media
ISBN 13 : 3642355129
Total Pages : 892 pages
Book Rating : 4.6/5 (423 download)

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Book Synopsis Long-Memory Processes by : Jan Beran

Download or read book Long-Memory Processes written by Jan Beran and published by Springer Science & Business Media. This book was released on 2013-05-14 with total page 892 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long-memory processes are known to play an important part in many areas of science and technology, including physics, geophysics, hydrology, telecommunications, economics, finance, climatology, and network engineering. In the last 20 years enormous progress has been made in understanding the probabilistic foundations and statistical principles of such processes. This book provides a timely and comprehensive review, including a thorough discussion of mathematical and probabilistic foundations and statistical methods, emphasizing their practical motivation and mathematical justification. Proofs of the main theorems are provided and data examples illustrate practical aspects. This book will be a valuable resource for researchers and graduate students in statistics, mathematics, econometrics and other quantitative areas, as well as for practitioners and applied researchers who need to analyze data in which long memory, power laws, self-similar scaling or fractal properties are relevant.

Inference, Asymptotics, and Applications

Author : Nancy Reid
Publisher : World Scientific
ISBN 13 : 9813207876
Total Pages : 364 pages
Book Rating : 4.8/5 (132 download)

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Book Synopsis Inference, Asymptotics, and Applications by : Nancy Reid

Download or read book Inference, Asymptotics, and Applications written by Nancy Reid and published by World Scientific. This book was released on 2017-03-10 with total page 364 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book showcases the innovative research of Professor Skovgaard, by providing in one place a selection of his most important and influential papers. Introductions by colleagues set in context the highlights, key achievements, and impact, of each work. This book provides a survey of the field of asymptotic theory and inference as it was being pushed forward during an exceptionally fruitful time. It provides students and researchers with an overview of many aspects of the field.

Mathematical Reviews

Author :
Publisher :
ISBN 13 :
Total Pages : 1518 pages
Book Rating : 4.X/5 (6 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2005 with total page 1518 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of the ... Conference on Information Sciences and Systems

Author :
Publisher :
ISBN 13 :
Total Pages : 656 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Proceedings of the ... Conference on Information Sciences and Systems by :

Download or read book Proceedings of the ... Conference on Information Sciences and Systems written by and published by . This book was released on 1992 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Theory and Applications of Long-Range Dependence

Author : Paul Doukhan
Publisher : Springer Science & Business Media
ISBN 13 : 9780817641689
Total Pages : 744 pages
Book Rating : 4.6/5 (416 download)

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Book Synopsis Theory and Applications of Long-Range Dependence by : Paul Doukhan

Download or read book Theory and Applications of Long-Range Dependence written by Paul Doukhan and published by Springer Science & Business Media. This book was released on 2002-12-13 with total page 744 pages. Available in PDF, EPUB and Kindle. Book excerpt: The area of data analysis has been greatly affected by our computer age. For example, the issue of collecting and storing huge data sets has become quite simplified and has greatly affected such areas as finance and telecommunications. Even non-specialists try to analyze data sets and ask basic questions about their structure. One such question is whether one observes some type of invariance with respect to scale, a question that is closely related to the existence of long-range dependence in the data. This important topic of long-range dependence is the focus of this unique work, written by a number of specialists on the subject. The topics selected should give a good overview from the probabilistic and statistical perspective. Included will be articles on fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, and prediction for long-range dependence sequences. For those graduate students and researchers who want to use the methodology and need to know the "tricks of the trade," there will be a special section called "Mathematical Techniques." Topics in the first part of the book are covered from probabilistic and statistical perspectives and include fractional Brownian motion, models, inequalities and limit theorems, periodic long-range dependence, parametric, semiparametric, and non-parametric estimation, long-memory stochastic volatility models, robust estimation, prediction for long-range dependence sequences. The reader is referred to more detailed proofs if already found in the literature. The last part of the book is devoted to applications in the areas of simulation, estimation and wavelet techniques, traffic in computer networks, econometry and finance, multifractal models, and hydrology. Diagrams and illustrations enhance the presentation. Each article begins with introductory background material and is accessible to mathematicians, a variety of practitioners, and graduate students. The work serves as a state-of-the art reference or graduate seminar text.

Statistical Theory and Method Abstracts

Author :
Publisher :
ISBN 13 :
Total Pages : 660 pages
Book Rating : 4.:/5 (4 download)

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Book Synopsis Statistical Theory and Method Abstracts by :

Download or read book Statistical Theory and Method Abstracts written by and published by . This book was released on 1997 with total page 660 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Encyclopedia of Statistical Sciences , Update

Author : Samuel Kotz
Publisher : Wiley-Interscience
ISBN 13 :
Total Pages : 586 pages
Book Rating : 4.:/5 (319 download)

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Book Synopsis Encyclopedia of Statistical Sciences , Update by : Samuel Kotz

Download or read book Encyclopedia of Statistical Sciences , Update written by Samuel Kotz and published by Wiley-Interscience. This book was released on 1997-05-02 with total page 586 pages. Available in PDF, EPUB and Kindle. Book excerpt: Keeping pace with the latest developments in all branches of statistical science. Encyclopedia of Statistical Sciences is the number one source of information on statistical theory, methods, and applications for researchers and clinicians. This new volume is the last of three updates designed to bring the Encyclopedia in line with new and emerging topics and important advances in statistical science made over the past decade. Each self-contained entry is written by a leader in the field and easily understood by readers with a modest statistical background. In addition to the main selections, which feature fascinating discussions of developments in various branches of the statistical sciences, readers will find a series of shorter entries ranging in subject matter from the lives of pioneers in statistics to updates of earlier articles and reviews of statistical agencies and journals. Up-to-date bibliographies, thorough cross-referencing, and extensive indexing facilitate quick access to specific information and provide an indispensable platform for further study and research. A cumulative index and listing of all the entries in the 13 volumes of the Encyclopedia, together with the corresponding authors, are included. With the publication of this update installment, the Encyclopedia of Statistical Sciences retains its position as the only cutting-edge reference of choice for those working in statistics, probability theory, biostatistics, quality control, and economics and in applications of statistical methods in sociology, engineering, computer and communication science, biomedicine, psychology, and many other areas.

Physics Briefs

Author :
Publisher :
ISBN 13 :
Total Pages : 798 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Physics Briefs by :

Download or read book Physics Briefs written by and published by . This book was released on 1979 with total page 798 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach

Author : H. Bozdogan
Publisher : Springer Science & Business Media
ISBN 13 : 9780792325970
Total Pages : 304 pages
Book Rating : 4.3/5 (259 download)

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Book Synopsis Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach by : H. Bozdogan

Download or read book Proceedings of the First US/Japan Conference on the Frontiers of Statistical Modeling: An Informational Approach written by H. Bozdogan and published by Springer Science & Business Media. This book was released on 1993-12-31 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: These three volumes comprise the proceedings of the US/Japan Conference, held in honour of Professor H. Akaike, on the `Frontiers of Statistical Modeling: an Informational Approach'. The major theme of the conference was the implementation of statistical modeling through an informational approach to complex, real-world problems. Volume 1 contains papers which deal with the Theory and Methodology of Time Series Analysis. Volume 1 also contains the text of the Banquet talk by E. Parzen and the keynote lecture of H. Akaike. Volume 2 is devoted to the general topic of Multivariate Statistical Modeling, and Volume 3 contains the papers relating to Engineering and Scientific Applications. For all scientists whose work involves statistics.

Gaussian Random Processes

Author : I.A. Ibragimov
Publisher : Springer Science & Business Media
ISBN 13 : 1461262755
Total Pages : 285 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Gaussian Random Processes by : I.A. Ibragimov

Download or read book Gaussian Random Processes written by I.A. Ibragimov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.

Future Sustainable Ecosystems

Author : Nathaniel K Newlands
Publisher : CRC Press
ISBN 13 : 131535666X
Total Pages : 290 pages
Book Rating : 4.3/5 (153 download)

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Book Synopsis Future Sustainable Ecosystems by : Nathaniel K Newlands

Download or read book Future Sustainable Ecosystems written by Nathaniel K Newlands and published by CRC Press. This book was released on 2016-10-03 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: Future Sustainable Ecosystems: Complexity, Risk, Uncertainty provides an interdisciplinary, integrative overview of environmental problem-solving using statistics. It shows how statistics can be used to solve diverse environmental and socio-economic problems involving food, water, energy scarcity, and climate change risks. It synthesizes interdisciplinary theory, concepts, definitions, models and findings involved in complex global sustainability problem-solving, making it an essential guide and reference. It includes real-world examples and applications making the book accessible to a broader interdisciplinary readership. Discussions include a broad, integrated perspective on sustainability, integrated risk, multi-scale changes and impacts taking place within ecosystems worldwide. State-of-the-art statistical techniques, including Bayesian hierarchical, spatio-temporal, agent-based and game-theoretic approaches are explored. The author then focuses on the real-world integration of observational and experimental data and its use within statistical models.

Current Index to Statistics, Applications, Methods and Theory

Author :
Publisher :
ISBN 13 :
Total Pages : 676 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1995 with total page 676 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.

Athens Conference on Applied Probability and Time Series Analysis

Author : Edward James Hannan
Publisher : Springer
ISBN 13 :
Total Pages : 460 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Athens Conference on Applied Probability and Time Series Analysis by : Edward James Hannan

Download or read book Athens Conference on Applied Probability and Time Series Analysis written by Edward James Hannan and published by Springer. This book was released on 1996-08-09 with total page 460 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Athens Conference on Applied Probability and Time Series in 1995 brought together researchers from across the world. The published papers appear in two volumes. Volume II presents papers on time series analysis, many of which were contributed to a meeting in March 1995 partly in honour of E.J. Hannan. The initial paper by P.M. Robinson discusses Ted Hannan's researches and their influence on current work in time series analysis. Other papers discuss methods for finite parameter Gaussian models, time series with infinite variance or stable marginal distribution, frequency domain methods, long range dependent processes, nonstationary processes, and nonlinear time series. The methods presented can be applied in a number of fields such as statistics, applied mathematics, engineering, economics and ecology. The papers include many of the topics of current interest in time series analysis and will be of interest to a wide range of researchers.

Working Paper Series

Author :
Publisher :
ISBN 13 :
Total Pages : 534 pages
Book Rating : 4.F/5 ( download)

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Book Synopsis Working Paper Series by :

Download or read book Working Paper Series written by and published by . This book was released on 2003 with total page 534 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Extremes and Related Properties of Random Sequences and Processes

Author : M. R. Leadbetter
Publisher : Springer Science & Business Media
ISBN 13 : 1461254493
Total Pages : 344 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Extremes and Related Properties of Random Sequences and Processes by : M. R. Leadbetter

Download or read book Extremes and Related Properties of Random Sequences and Processes written by M. R. Leadbetter and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 344 pages. Available in PDF, EPUB and Kindle. Book excerpt: Classical Extreme Value Theory-the asymptotic distributional theory for maxima of independent, identically distributed random variables-may be regarded as roughly half a century old, even though its roots reach further back into mathematical antiquity. During this period of time it has found significant application-exemplified best perhaps by the book Statistics of Extremes by E. J. Gumbel-as well as a rather complete theoretical development. More recently, beginning with the work of G. S. Watson, S. M. Berman, R. M. Loynes, and H. Cramer, there has been a developing interest in the extension of the theory to include, first, dependent sequences and then continuous parameter stationary processes. The early activity proceeded in two directions-the extension of general theory to certain dependent sequences (e.g., Watson and Loynes), and the beginning of a detailed theory for stationary sequences (Berman) and continuous parameter processes (Cramer) in the normal case. In recent years both lines of development have been actively pursued.

Gaussian Processes for Machine Learning

Author : Carl Edward Rasmussen
Publisher : MIT Press
ISBN 13 : 026218253X
Total Pages : 266 pages
Book Rating : 4.2/5 (621 download)

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Book Synopsis Gaussian Processes for Machine Learning by : Carl Edward Rasmussen

Download or read book Gaussian Processes for Machine Learning written by Carl Edward Rasmussen and published by MIT Press. This book was released on 2005-11-23 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machines. Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics. The book deals with the supervised-learning problem for both regression and classification, and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.