Statistical inference for Markov processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Chicago
Univ. of Chicago Press
1968
|
| Edition: | 2. impr. |
| Series: | Statistical research monographs
2 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | 75 S. |
Staff View
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Record in the Search Index
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| adam_text | CONTENTS
INTRODUCTION 1
PART I. TIME DISCRETE MARKOV PROCESSES
1. Statement of problem and regularity conditions 3
2. Estimation, testing simple hypotheses, and power 10
3. Testing composite hypotheses 17
4. Homogeneity problems 19
5. Specialization to finite Markov chains 23
6. Multiple Markov processes 32
PART II. TIME CONTINUOUS MARKOV PROCESSES OF
THE COMPLETELY DISCONTINUOUS TYPE
7. Statement of problem and main theorems 36
8. Specialization to finite state spaces 45
MATHEMATICAL APPENDIX
9. Limit theorems for Markov processes 52
10. A convergence theorem (52
11. A projection theorem 62
12. Log likelihood and chi square statistics 64
13. Limit theorems for the imbedded process 65
14. A martingale theorem 67
15. Radon Nikodym derivatives for time continuous processes 69
BIBLIOGRAPHY 73
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| any_adam_object | 1 |
| author | Billingsley, Patrick 1925-2011 |
| author_GND | (DE-588)171977858 |
| author_facet | Billingsley, Patrick 1925-2011 |
| author_role | aut |
| author_sort | Billingsley, Patrick 1925-2011 |
| author_variant | p b pb |
| building | Verbundindex |
| bvnumber | BV005687248 |
| classification_rvk | SK 820 |
| ctrlnum | (OCoLC)67530428 (DE-599)BVBBV005687248 |
| discipline | Mathematik |
| edition | 2. impr. |
| format | Book |
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| id | DE-604.BV005687248 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T16:33:08Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003552212 |
| oclc_num | 67530428 |
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| owner_facet | DE-703 DE-355 DE-BY-UBR |
| physical | 75 S. |
| publishDate | 1968 |
| publishDateSearch | 1968 |
| publishDateSort | 1968 |
| publisher | Univ. of Chicago Press |
| record_format | marc |
| series | Statistical research monographs |
| series2 | Statistical research monographs |
| spelling | Billingsley, Patrick 1925-2011 Verfasser (DE-588)171977858 aut Statistical inference for Markov processes Patrick Billingsley 2. impr. Chicago Univ. of Chicago Press 1968 75 S. txt rdacontent n rdamedia nc rdacarrier Statistical research monographs 2 Markov-Prozess (DE-588)4134948-9 gnd rswk-swf Inferenzstatistik (DE-588)4247120-5 gnd rswk-swf Markov-Prozess (DE-588)4134948-9 s Inferenzstatistik (DE-588)4247120-5 s DE-604 Statistical research monographs 2 (DE-604)BV001887966 2 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003552212&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Billingsley, Patrick 1925-2011 Statistical inference for Markov processes Statistical research monographs Markov-Prozess (DE-588)4134948-9 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| subject_GND | (DE-588)4134948-9 (DE-588)4247120-5 |
| title | Statistical inference for Markov processes |
| title_auth | Statistical inference for Markov processes |
| title_exact_search | Statistical inference for Markov processes |
| title_full | Statistical inference for Markov processes Patrick Billingsley |
| title_fullStr | Statistical inference for Markov processes Patrick Billingsley |
| title_full_unstemmed | Statistical inference for Markov processes Patrick Billingsley |
| title_short | Statistical inference for Markov processes |
| title_sort | statistical inference for markov processes |
| topic | Markov-Prozess (DE-588)4134948-9 gnd Inferenzstatistik (DE-588)4247120-5 gnd |
| topic_facet | Markov-Prozess Inferenzstatistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003552212&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV001887966 |
| work_keys_str_mv | AT billingsleypatrick statisticalinferenceformarkovprocesses |