Statistical Inference for Discrete Time Stochastic Processes

Häftad, Engelska, 2012

Del i serien SpringerBriefs in Statistics

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Beskrivning

Bootstrap and other resampling procedures for dependent sequences such as Markov chains, Markov sequences, linear auto-regressive moving average sequences, block based bootstrap for stationary sequences and other block based procedures are also discussed in some detail.

Produktinformation

Utgivningsdatum:2012-10-05
Mått:155 x 235 x 8 mm
Vikt:207 g
Format:Häftad
Språk:Engelska
Serie:SpringerBriefs in Statistics
Antal sidor:113
Upplaga:2013
Förlag:Springer, India, Private Ltd
ISBN:9788132207627

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Mer om författaren

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 at Pennsylvania State University (USA), University of Waterloo and Memorial University of Newfoundland (Canada). He was the Chief Editor of the Journal of the Indian Statistical Association (2000-2006). He was elected as a Member of the International Statistical Institute (1998) and at present is the President of the India Chapter of the International Indian Statistician Association.

Innehållsförteckning

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.