Statistical Inference for Discrete Time Stochastic Processes

• Κύριος συγγραφέας: Rajarshi, M. B. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: India : Springer India : Imprint: Springer, 2013.
• Σειρά: SpringerBriefs in Statistics,
• Θέματα: Statistics.; Statistical Theory and Methods.; Statistics, general.

This work is an overview of statistical inference in stationary, discrete time stochastic processes.  Results in the last fifteen years, particularly on non-Gaussian sequences and semi-parametric and non-parametric analysis have been reviewed. The first chapter gives a background of results on marti...

Πίνακας περιεχομένων:

• CAN Estimators from dependent observations
• Markov chains and their extensions
• Non-Gaussian ARMA models
• Estimating Functions
• Estimation of joint densities and conditional expectation
• Bootstrap and other resampling procedures
• Index.