Point processes and their statistical inference:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Dekker
1991
|
| Edition: | 2. ed., rev. and expanded |
| Series: | Probability, pure and applied
7 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 446 - 483 |
| Physical Description: | XIV, 490 S. graph. Darst. |
| ISBN: | 0824785320 |
Staff View
MARC
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| 100 | 1 | |a Karr, Alan F. |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Point processes and their statistical inference |c Alan F. Karr |
| 250 | |a 2. ed., rev. and expanded | ||
| 264 | 1 | |a New York [u.a.] |b Dekker |c 1991 | |
| 300 | |a XIV, 490 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Probability, pure and applied |v 7 | |
| 500 | |a Literaturverz. S. 446 - 483 | ||
| 650 | 7 | |a Puntprocessen |2 gtt | |
| 650 | 7 | |a Stochastische processen |2 gtt | |
| 650 | 4 | |a Point processes | |
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| 650 | 0 | 7 | |a Statistische Schlussweise |0 (DE-588)4182963-3 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Inferenzstatistik |0 (DE-588)4247120-5 |2 gnd |9 rswk-swf |
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Record in the Search Index
| _version_ | 1804118697633120256 |
|---|---|
| adam_text | CONTENTS
PREFACE
TO
THE
SECOND
EDITION
V
PREFACE
TO
THE
FIRST
EDITION
VII
1
POINT
PROCESSES:
DISTRIBUTION
THEORY
1
1.1
RANDOM
MEASURES
AND
POINT
PROCESSES.............
4
1.2
DISTRIBUTIONAL
DESCRIPTORS
AND
UNIQUENESS...........
8
1.3
CONVERGENCE
IN
DISTRIBUTION...................
12
1.4
MARKED
POINT
PROCESSES;
CLUSTER
PROCESSES...........
16
1.5
TRANSFORMATIONS
OF
POINT
PROCESSES...............
21
1.6
APPROXIMATION
OF
POINT
PROCESSES................
26
1.7
PALM
DISTRIBUTIONS........................
31
1.8
STATIONARY
POINT
PROCESSES....................
35
EXERCISES
................................
44
NOTES
..................................
48
2
POINT
PROCESSES:
INTENSITY
THEORY
53
2.1
THE
HISTORY
OF
A
MARKED
POINT
PROCESS.............
54
2.2
STOCHASTIC
STIELTJES
INTEGRATION
.................
57
2.3
COMPENSATORS...........................
59
2.4
STOCHASTIC
INTENSITIES.......................
69
2.5
REPRESENTATION
OF
POINT
PROCESS
MARTINGALES..........
73
2.6
CONDITIONING
IN
GENERAL
SPACES.................
76
EXERCISES
................................
84
NOTES
..................................
88
3
INFERENCE
FOR
POINT
PROCESSES:
AN
INTRODUCTION
93
3.1
FORMS
OF
OBSERVATION.......................
96
3.1.1
COMPLETE
OBSERVATION..................
97
XI
CONTENTS
XII
3.1.2
PARTIAL
OBSERVATION
...................
98
3.2
STATISTICAL
INFERENCE
.......................100
3.2.1
PARAMETRIC
ESTIMATION..................104
3.2.2
NONPARAMETRIC
ESTIMATION................106
3.2.3
PARAMETRIC
TESTING
OF
QUANTITATIVE
HYPOTHESES
....
107
3.2.4
NONPARAMETRIC
TESTS
OF
QUANTITATIVE
HYPOTHESES
.
.
.
108
3.2.5
TESTS
OF
QUALITATIVE
HYPOTHESES.............108
3.3
STATE
ESTIMATION.........................110
3.4
COMBINED
INFERENCE
AND
STATE
ESTIMATION...........114
3.5
EXAMPLE:
ORDINARY
POISSON
PROCESSES.............117
3.5.1
ESTIMATION
OF
A......................118
3.5.2
HYPOTHESIS
TESTS
FOR
A..................119
3.5.3
OTHER
HYPOTHESIS
TESTS.................121
3.5.4
STATE
ESTIMATION.....................122
3.5.5
COMBINED
INFERENCE
AND
STATE
ESTIMATION.......122
EXERCISES
................................122
NOTES
..................................127
4
EMPIRICAL
INFERENCE
FOR
POINT
PROCESSES
132
4.1
EMPIRICAL
MEASURES........................133
4.2
EMPIRICAL
LAPLACE
FUNCTIONALS..................139
4.3
EMPIRICAL
ZERO-PROBABILITY
FUNCTIONALS.............142
4.4
ESTIMATION
OF
REDUCED
PALM
DISTRIBUTIONS...........145
4.5
INFERENCE
FOR
THINNED
POINT
PROCESSES.............149
4.6
STRONG
APPROXIMATION
OF
POISSON
PROCESSES..........155
EXERCISES
................................159
NOTES
..................................161
5
MARTINGALE
INFERENCE
FOR
POINT
PROCESSES:
GENERAL
THEORY
165
5.1
STATISTICAL
MODELS
BASED
ON
STOCHASTIC
INTENSITIES.......166
5.2
ASYMPTOTICS
FOR
MARTINGALE
ESTIMATORS.............174
5.3
THE
MULTIPLICATIVE
INTENSITY
MODEL...............180
5.3.1
MARTINGALE
ESTIMATION..................180
5.3.2
MAXIMUM
LIKELIHOOD
ESTIMATION............183
5.3.3
HYPOTHESIS
TESTS.....................191
5.4
FILTERING
WITH
POINT
PROCESS
OBSERVATIONS...........194
5.5
THE
COX
REGRESSION
MODEL
...................200
5.5.1
THE
SURVIVAL
TIME
MODEL................201
5.5.2
THE
POINT
PROCESS
MODEL................203
5.5.3
TIME-DEPENDENT
COVARIATE
EFFECTS...........208
EXERCISES
................................216
CONTENTS
XIII
NOTES
..................................219
6
INFERENCE
FOR
POISSON
PROCESSES
ON
GENERAL
SPACES
223
6.1
ESTIMATION
............................224
6.2
EQUIVALENCE
AND
SINGULARITY;
HYPOTHESIS
TESTING.......231
6.3
PARTIALLY
OBSERVED
POISSON
PROCESSES..............238
6.3.1
P
-THINNED
POISSON
PROCESSES..............238
6.3.2
STOCHASTIC
INTEGRAL
PROCESS
...............241
6.3.3
POISSON
PROCESSES
WITH
ONE
OBSERVABLE
COMPONENT
.
244
6.4
INFERENCE
GIVEN
INTEGRAL
DATA..................247
6.5
RANDOM
MEASURES
WITH
INDEPENDENT
INCREMENTS;
POISSON
CLUS
TER
PROCESSES
...........................250
EXERCISES
................................254
NOTES
..................................258
7
INFERENCE
FOR
COX
PROCESSES
ON
GENERAL
SPACES
262
7.1
ESTIMATION
............................264
7.2
STATE
ESTIMATION.........................269
7.3
LIKELIHOOD
RATIOS
AND
HYPOTHESIS
TESTS............281
7.4
COMBINED
INFERENCE
AND
STATE
ESTIMATION...........287
7.5
MARTINGALE
INFERENCE
FOR
COX
PROCESSES.............295
EXERCISES
................................301
NOTES
..................................304
8
NONPARAMETRIC
INFERENCE
FOR
RENEWAL
PROCESSES
307
8.1
ESTIMATION
OF
THE
INTERARRIVAL
DISTRIBUTION...........312
8.2
LIKELIHOOD
RATIOS
AND
HYPOTHESIS
TESTS............319
8.3
STATE
ESTIMATION;
COMBINED
INFERENCE
AND
STATE
ESTIMATION
.
328
8.4
ESTIMATION
FOR
MARKOV
RENEWAL
PROCESSES...........332
8.4.1
SINGLE
REALIZATION
INFERENCE...............334
8.4.2
MULTIPLE
REALIZATION
INFERENCE..............336
EXERCISES
................................340
NOTES
..................................344
9
INFERENCE
FOR
STATIONARY
POINT
PROCESSES
348
9.1
ESTIMATION
OF
PALM
AND
MOMENT
MEASURES
..........350
9.2
SPECTRAL
ANALYSIS.........................358
9.3
INTENSITY-BASED
INFERENCE
ON
R.................362
9.4
LINEAR
STATE
ESTIMATION.....................370
EXERCISES
................................376
NOTES
..................................379
XIV
CONTENTS
10
INFERENCE
FOR
STOCHASTIC
PROCESSES
BASED
ON
POISSON
PROCESS
SAMPLES
382
10.1
MARKOV
PROCESSES.........................384
10.2
STATIONARY
PROCESSES
ON
R....................390
10.3
STATIONARY
RANDOM
FIELDS....................398
EXERCISES
................................407
NOTES
..................................409
APPENDIX
A:
SPACES
OF
MEASURES
411
APPENDIX
B:
CONTINUOUS
TIME
MARTINGALES
415
BIBLIOGRAPHY
423
INDEX
483
|
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| author_sort | Karr, Alan F. |
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| ctrlnum | (OCoLC)23014827 (DE-599)BVBBV004568313 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
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| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed., rev. and expanded |
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| id | DE-604.BV004568313 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T16:14:25Z |
| institution | BVB |
| isbn | 0824785320 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002810257 |
| oclc_num | 23014827 |
| open_access_boolean | |
| owner | DE-12 DE-384 DE-19 DE-BY-UBM DE-739 DE-945 DE-824 DE-91G DE-BY-TUM DE-20 DE-11 DE-188 DE-578 |
| owner_facet | DE-12 DE-384 DE-19 DE-BY-UBM DE-739 DE-945 DE-824 DE-91G DE-BY-TUM DE-20 DE-11 DE-188 DE-578 |
| physical | XIV, 490 S. graph. Darst. |
| publishDate | 1991 |
| publishDateSearch | 1991 |
| publishDateSort | 1991 |
| publisher | Dekker |
| record_format | marc |
| series | Probability, pure and applied |
| series2 | Probability, pure and applied |
| spelling | Karr, Alan F. Verfasser aut Point processes and their statistical inference Alan F. Karr 2. ed., rev. and expanded New York [u.a.] Dekker 1991 XIV, 490 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Probability, pure and applied 7 Literaturverz. S. 446 - 483 Puntprocessen gtt Stochastische processen gtt Point processes Punktprozess (DE-588)4138173-7 gnd rswk-swf Statistische Schlussweise (DE-588)4182963-3 gnd rswk-swf Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf Punktprozess (DE-588)4138173-7 s Inferenzstatistik (DE-588)4247120-5 s DE-188 Statistische Schlussweise (DE-588)4182963-3 s 1\p DE-604 Probability, pure and applied 7 (DE-604)BV000844355 7 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002810257&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Karr, Alan F. Point processes and their statistical inference Probability, pure and applied Puntprocessen gtt Stochastische processen gtt Point processes Punktprozess (DE-588)4138173-7 gnd Statistische Schlussweise (DE-588)4182963-3 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| subject_GND | (DE-588)4138173-7 (DE-588)4182963-3 (DE-588)4247120-5 |
| title | Point processes and their statistical inference |
| title_auth | Point processes and their statistical inference |
| title_exact_search | Point processes and their statistical inference |
| title_full | Point processes and their statistical inference Alan F. Karr |
| title_fullStr | Point processes and their statistical inference Alan F. Karr |
| title_full_unstemmed | Point processes and their statistical inference Alan F. Karr |
| title_short | Point processes and their statistical inference |
| title_sort | point processes and their statistical inference |
| topic | Puntprocessen gtt Stochastische processen gtt Point processes Punktprozess (DE-588)4138173-7 gnd Statistische Schlussweise (DE-588)4182963-3 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| topic_facet | Puntprocessen Stochastische processen Point processes Punktprozess Statistische Schlussweise Inferenzstatistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002810257&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000844355 |
| work_keys_str_mv | AT karralanf pointprocessesandtheirstatisticalinference |