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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.
- Format:
- Book
- Conference/Event
- Author/Creator:
- AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Statistical Inference from Stochastic Processes, Corporate Author.
- Conference Name:
- AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Statistical Inference from Stochastic Processes (1987 : Cornell University), issuing body.
- AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Statistical Inference from Stochastic Processes
- Series:
- Contemporary mathematics (American Mathematical Society) ; v. 80.
- Contemporary mathematics, 0271-4132 ; volume 80
- Language:
- English
- Subjects (All):
- Stochastic processes--Congresses.
- Stochastic processes.
- Mathematical statistics--Congresses.
- Mathematical statistics.
- Physical Description:
- 1 online resource (406 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Providence, Rhode Island : American Mathematical Society, [1988]
- Language Note:
- English
- Summary:
- Comprises the proceedings of the AMS-IMS-SIAM Summer Research Conference on Statistical Inference from Stochastic Processes, held at Cornell University in August 1987. This book provides students and researchers with a familiarity with the foundations of inference from stochastic processes and intends to provide a knowledge of the developments.
- 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""
- Notes:
- Description based upon print version of record.
- Includes bibliographical references.
- Description based on print version record.
- ISBN:
- 0-8218-7668-6
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