Statistical Inference in Stochastic Processes

Buch | Hardcover

288 Seiten

1990
Crc Press Inc (Verlag)
978-0-8247-8417-1 (ISBN)

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Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the jump mechanism of a di

N. U. Prabhu, I. V. Basawa

Preface -- 1 Statistical Models and Methods in Image Analysis: A Survey /Alan F. Karr -- 2 Edge-Preserving Smoothing and the Assessment of Point Process Models for GATE Rainfall Fields /Colin R. Goodall and Michael J. Phelan -- 3 Likelihood Methods for Diffusions with Jumps /Michael SVJrensen -- 4 Efficient Estimating Equations for Nonparametric Filtered Models /P. E. Greenwood and W. Wefelmeyer -- 5 Nonparametric Estimation of Trends in Linear Stochastic Systems /Jan W. McKeague and Tiziano Tofani -- 6 Weak Convergence of Two-Sided Stochastic Integrals, with an Application to Models for Left Truncated Survival Data /Michael Davidsen and Martin Jacobsen -- 7 Asymptotic Theory of Weighted Maximum Likelihood Estimation for Growth Models /B. L. S. Prakasa Rao -- 8 Markov Chain Models for Type-Token Relationships /D. J. Daley, J. M. Gani, and D. A. Ratkowsky -- 9 A State-Space Approach to Transfer-Function Modeling /P. J. Brockwell, R. A. Davis, and H. Salehi -- 10 Shrinkage Estimation for a Dynamic Input-Output Linear Model /Young-Won Kim, David M. Nickerson, and I. V. Basawa -- 11 Maximum Probability Estimation for an Autoregressive Process /Lionel Weiss -- Index.

Erscheint lt. Verlag	18.12.1990
Reihe/Serie	Probability: Pure and Applied
Verlagsort	Bosa Roca
Sprache	englisch
Maße	152 x 229 mm
Gewicht	498 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Statistik
ISBN-10	0-8247-8417-0 / 0824784170
ISBN-13	978-0-8247-8417-1 / 9780824784171
Zustand	Neuware