Statistical Inference in Stochastic Processes
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Published By CRC Press

9781003066606

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Efficient Estimating Equations for Nonparametric Filtered Models

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-4 ◽

2020 ◽

pp. 107-142

Author(s):

P. E. Greenwood ◽

W. Wefelmeyer

Keyword(s):

Estimating Equations

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Shrinkage Estimation for a Dynamic Input-Output Linear Model

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-10 ◽

2020 ◽

pp. 249-266

Author(s):

Young-Won Kim ◽

David M. Nickerson ◽

I.V. Basawa

Keyword(s):

Linear Model ◽

Shrinkage Estimation ◽

Input Output

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Weak Convergence of Two-Sided Stochastic Integrals, with an Application to Models for Left Truncated Survival Data

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-6 ◽

2020 ◽

pp. 167-182

Author(s):

Michael Davidsen ◽

Martin Jacobsen

Keyword(s):

Weak Convergence ◽

Survival Data ◽

Stochastic Integrals

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Nonparametric Estimation of Trends in Linear Stochastic Systems

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-5 ◽

2020 ◽

pp. 143-166

Author(s):

Ian W. McKeague ◽

Tiziano Tofoni

Keyword(s):

Nonparametric Estimation ◽

Stochastic Systems ◽

Linear Stochastic Systems

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Markov Chain Models for Type-Token Relationships

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-8 ◽

2020 ◽

pp. 209-232

Author(s):

D. J. Daley ◽

J. M. Gani ◽

D. A. Ratkowsky

Keyword(s):

Markov Chain ◽

Markov Chain Models

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A State-Space Approach to Transfer-Function Modeling

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-9 ◽

2020 ◽

pp. 233-248

Author(s):

P. J. Brockwell ◽

R. A. Davis ◽

H. Salehi

Keyword(s):

Transfer Function ◽

State Space ◽

State Space Approach ◽

Space Approach

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Asymptotic Theory of Weighted Maximum Likelihood Estimation for Growth Models

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-7 ◽

2020 ◽

pp. 183-208

Author(s):

B. L. S. Prakasa Rao

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Asymptotic Theory ◽

Growth Models ◽

Likelihood Estimation

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Edge-Preserving Smoothing and the Assessment of Point Process Models for GATE Rainfall Fields

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-2 ◽

2020 ◽

pp. 35-66

Author(s):

Colin R. Goodall ◽

Michael J. Phelan

Keyword(s):

Point Process ◽

Process Models ◽

Edge Preserving ◽

Point Process Models

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Maximum Probability Estimation for an Autoregressive Process

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-11 ◽

2020 ◽

pp. 267-270

Author(s):

Lionel Weiss

Keyword(s):

Autoregressive Process ◽

Probability Estimation ◽

Maximum Probability

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Likelihood Methods for Diffusions with Jumps

Statistical Inference in Stochastic Processes ◽

10.1201/9781003066606-3 ◽

2020 ◽

pp. 67-105 ◽

Cited By ~ 3

Author(s):

Michael Sørensen

Keyword(s):

Likelihood Methods

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