Statistical Inference in Stochastic Processes
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11

(FIVE YEARS 11)

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1

(FIVE YEARS 1)

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 ◽

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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 ◽

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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 ◽

Author(s):

Michael Sørensen

Keyword(s):

Likelihood Methods

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