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Statistical Inference from Stochastic Processes
About this Title
N. U. Prabhu, Editor
Publication: Contemporary Mathematics
Publication Year:
1988; Volume 80
ISBNs: 978-0-8218-5087-9 (print); 978-0-8218-7668-8 (online)
DOI: https://doi.org/10.1090/conm/080
MathSciNet review: 999004
Table of Contents
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Front/Back Matter
Articles
- P. E. Greenwood – Partially specified semimartingale experiments [MR 999005]
- Per Kragh Andersen, Ørnulf Borgan, Richard D. Gill and Niels Keiding – Censoring, truncation and filtering in statistical models based on counting processes [MR 999006]
- Martin Jacobsen – Right censoring and the Kaplan-Meier and Nelson-Aalen estimators. Summary of results [MR 999007]
- David Oakes – Partial likelihood: applications, ramifications, generalizations [MR 999008]
- Peter C. B. Phillips – Multiple regression with integrated time series [MR 999009]
- Nicholas M. Kiefer – Analysis of grouped duration data [MR 999010]
- Ian W. McKeague – Asymptotic theory for weighted least squares estimators in Aalen’s additive risk model [MR 999011]
- Michael J. Phelan – Some applications in statistics of semimartingale weak convergence theorems [MR 999012]
- Ya’acov Ritov and Jon A. Wellner – Censoring, martingales, and the Cox model [MR 999013]
- Bruce G. Lindsay – Composite likelihood methods [MR 999014]
- C. C. Heyde – Fixed sample and asymptotic optimality for classes of estimating functions [MR 999015]
- B. L. S. Prakasa Rao – Statistical inference from sampled data for stochastic processes [MR 999016]
- B. R. Bhat – Optimal properties of SPRT for some stochastic processes [MR 999017]
- John Winnicki – Estimation theory for the branching process with immigration [MR 999018]
- Valeri T. Stefanov – A sequential approach for reducing curved exponential families of stochastic processes to noncurved exponential ones [MR 999019]
- Alan F. Karr – Palm distributions of point processes and their applications to statistical inference [MR 999020]
- Søren Johansen – The mathematical structure of error correction models [MR 999021]