Doubly Stochastic Poisson Processes PDF Download

Author: J. Grandell
Publisher: Springer
ISBN: 3540382585
Category : Mathematics
Languages : en
Pages : 244

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Author: Alan Karr
Publisher: Routledge
ISBN: 1351423827
Category : Mathematics
Languages : en
Pages : 524

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First Published in 2017. Routledge is an imprint of Taylor & Francis, an Informa company.

Author: Ishwar V. Basawa
Publisher: Elsevier
ISBN: 1483296148
Category : Mathematics
Languages : en
Pages : 455

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Stats Inference Stochasic Process

Author: B.L.S. Prakasa Rao
Publisher: Routledge
ISBN: 1351416936
Category : Mathematics
Languages : en
Pages : 599

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Book Description
Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability. The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research conducted on the asymptotic theory for semimartingales. Semimartingales and their Statistical Inference, fills this need by presenting a comprehensive discussion of the asymptotic theory of semimartingales at a level needed for researchers working in the area of statistical inference for stochastic processes. The author brings together into one volume the state-of-the-art in the inferential aspect for such processes. The topics discussed include: Asymptotic likelihood theory Quasi-likelihood Likelihood and efficiency Inference for counting processes Inference for semimartingale regression models The author addresses a number of stochastic modeling applications from engineering, economic systems, financial economics, and medical sciences. He also includes some of the new and challenging statistical and probabilistic problems facing today's active researchers working in the area of inference for stochastic processes.

Author: David Insua
Publisher: John Wiley & Sons
ISBN: 1118304039
Category : Mathematics
Languages : en
Pages : 315

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Book Description
Bayesian analysis of complex models based on stochastic processes has in recent years become a growing area. This book provides a unified treatment of Bayesian analysis of models based on stochastic processes, covering the main classes of stochastic processing including modeling, computational, inference, forecasting, decision making and important applied models. Key features: Explores Bayesian analysis of models based on stochastic processes, providing a unified treatment. Provides a thorough introduction for research students. Computational tools to deal with complex problems are illustrated along with real life case studies Looks at inference, prediction and decision making. Researchers, graduate and advanced undergraduate students interested in stochastic processes in fields such as statistics, operations research (OR), engineering, finance, economics, computer science and Bayesian analysis will benefit from reading this book. With numerous applications included, practitioners of OR, stochastic modelling and applied statistics will also find this book useful.

Author: D.S Bowles
Publisher: Springer Science & Business Media
ISBN: 9401134804
Category : Science
Languages : en
Pages : 654

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Book Description
Modeling of the rainfall-runoff process is of both scientific and practical significance. Many of the currently used mathematical models of hydrologic systems were developed a genera tion ago. Much of the effort since then has focused on refining these models rather than on developing new models based on improved scientific understanding. In the past few years, however, a renewed effort has been made to improve both our fundamental understanding of hydrologic processes and to exploit technological advances in computing and remote sensing. It is against this background that the NATO Advanced Study Institute on Recent Advances in the Modeling of Hydrologic Systems was organized. The idea for holding a NATO ASI on this topic grew out of an informal discussion between one of the co-directors and Professor Francisco Nunes-Correia at a previous NATO ASI held at Tucson, Arizona in 1985. The Special Program Panel on Global Transport Mechanisms in the Geo-Sciences of the NATO Scientific Affairs Division agreed to sponsor the ASI and an organizing committee was formed. The committee comprised the co directors, Professor David S. Bowles (U.S.A.) and Professor P. Enda O'Connell (U.K.), and Professor Francisco Nunes-Correia (Portugal), Dr. Donn G. DeCoursey (U.S.A.), and Professor Ezio Todini (Italy).

Author: Peter J. Diggle
Publisher: CRC Press
ISBN: 146656024X
Category : Mathematics
Languages : en
Pages : 297

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Book Description
Written by a prominent statistician and author, the first edition of this bestseller broke new ground in the then emerging subject of spatial statistics with its coverage of spatial point patterns. Retaining all the material from the second edition and adding substantial new material, Statistical Analysis of Spatial and Spatio-Temporal Point Patter

Author: Waltraud Kahle
Publisher: John Wiley & Sons
ISBN: 111930752X
Category : Mathematics
Languages : en
Pages : 242

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Book Description
"Degradation process" refers to many types of reliability models, which correspond to various kinds of stochastic processes used for deterioration modeling. This book focuses on the case of a univariate degradation model with a continuous set of possible outcomes. The envisioned univariate models have one single measurable quantity which is assumed to be observed over time. The first three chapters are each devoted to one degradation model. The last chapter illustrates the use of the previously described degradation models on some real data sets. For each of the degradation models, the authors provide probabilistic results and explore simulation tools for sample paths generation. Various estimation procedures are also developed.

Author: E. Parzen
Publisher: Springer Science & Business Media
ISBN: 1468494031
Category : Mathematics
Languages : en
Pages : 372

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Book Description
With the support of the Office of Naval Research Program on Statistics and Probability (Dr. Edward J. Wegman, Director), The Department of Statistics at Texas A&M University hosted a Symposium on Time Series Analysis of Irregularly Observed Data during the period February 10-13, 1983. The symposium aimed to provide a review of the state of the art, define outstanding problems for research by theoreticians, transmit to practitioners recently developed algorithms, and stimulate interaction between statisticians and researchers in subject matter fields. Attendance was limited to actively involved researchers. This volume contains refereed versions of the papers presented at the Symposium. We would like to express our appreciation to the many colleagues and staff members whose cheerful help made the Symposium a successful happening which was enjoyed socially and intellectually by all participants. I would like to especially thank Dr. Donald W. Marquardt whose interest led me to undertake to organize this Symposium. This volume is dedicated to the world wide community of researchers who develop and apply methods of statistical analysis of time series. r:;) \J Picture Caption Participants in Symposium on Time Series Analysis of Irregularly Observed Data at Texas A&M University, College Station, Texas, February 10-13, 1983 First Row: Henry L. Gray, D. W. Marquardt, P. M. Robinson, Emanuel Parzen, Julia Abrahams, E. Masry, H. L. Weinert, R. H. Shumway.

Author: Didier Dacunha-Castelle
Publisher: Springer Science & Business Media
ISBN: 1461248701
Category : Mathematics
Languages : en
Pages : 421

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Book Description
How can we predict the future without asking an astrologer? When a phenomenon is not evolving, experiments can be repeated and observations therefore accumulated; this is what we have done in Volume I. However history does not repeat itself. Prediction of the future can only be based on the evolution observed in the past. Yet certain phenomena are stable enough so that observation in a sufficient interval of time gives usable information on the future or the mechanism of evolution. Technically, the keys to asymptotic statistics are the following: laws of large numbers, central limit theorems, and likelihood calculations. We have sought the shortest route to these theorems by neglecting to present the most general models. The future statistician will use the foundations of the statistics of processes and should satisfy himself about the unity of the methods employed. At the same time, we have adhered as closely as possible to present day ideas of the theory of processes. For those who wish to follow the study of probabilities to postgraduate level, it is not a waste of time to begin with the least difficult technical situations. This book for final year mathematics courses is not the end of the matter. It acts as a springboard either for dealing concretely with the problems of the statistics of processes, or viii In trod uction to study in depth the more subtle aspects of probabilities.