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Statistical Inference for Discrete Time Stochastic Processes
M.B. Rajarshi
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Description for Statistical Inference for Discrete Time Stochastic Processes
Paperback. This book offers an overview of statistical inference in stationary, discrete time stochastic processes. It reviews results in the last fifteen years, particularly on non-Gaussian sequences and semi-parametric and non-parametric analysis Series: SpringerBriefs in Statistics. Num Pages: 124 pages, 5 black & white tables, biography. BIC Classification: PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 6. Weight in Grams: 191.
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 martingales and strong mixing sequences, which enable us to generate various classes of CAN estimators in the case of dependent observations. Topics discussed include inference in Markov chains and extension of Markov chains such as Raftery's Mixture Transition Density model and Hidden Markov chains and extensions of ARMA models with a Binomial, Poisson, Geometric, Exponential, Gamma, Weibull, Lognormal, Inverse ... Read more
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 martingales and strong mixing sequences, which enable us to generate various classes of CAN estimators in the case of dependent observations. Topics discussed include inference in Markov chains and extension of Markov chains such as Raftery's Mixture Transition Density model and Hidden Markov chains and extensions of ARMA models with a Binomial, Poisson, Geometric, Exponential, Gamma, Weibull, Lognormal, Inverse ... Read more
Product Details
Format
Paperback
Publication date
2012
Publisher
Springer, India, Private Ltd India
Number of pages
124
Condition
New
Series
SpringerBriefs in Statistics
Number of Pages
113
Place of Publication
New Delhi, India
ISBN
9788132207627
SKU
V9788132207627
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
About M.B. Rajarshi
M. B. Rajarshi received his Ph.D. in 1978 from the University of Pune, India. His research interests include inference for stochastic processes, applied probability and stochastic modeling. He has published about 35 papers in these areas mostly in international journals. Dr Rajarshi retired in 2009 from the University of Pune as a Professor of Statistics. He has held visiting appointments ... Read more
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