Point Processes and Their Statistical InferenceRoutledge, 6 thg 9, 2017 - 512 trang Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;,.tial point processes. Thoroughly updated and revised to reflect changes since publication of the firstedition, the expanded Second EdiLion now contains a better organized and easierto-understand treatment of stationary point processes ... expanded treatment ofthe multiplicative intensity model ... expanded treatment of survival analysis . ..broadened consideration of applications ... an expanded and extended bibliographywith over 1,000 references ... and more than 3('() end-of-chapter exercises. |
Nội dung
| 1 | |
Intensity Theory | 53 |
A nIntroduction | 93 |
4 Empirical Inference for Point Processes | 132 |
General Theory | 165 |
6 Inference for Poisson Processes on General Spaces | 223 |
7 Inference for Cox Processes on General Spaces | 262 |
8 Nonparametric Inference for Renewal Processes | 307 |
Ấn bản in khác - Xem tất cả
Point Processes and Their Statistical Inference, Second Edition, Alan Karr Xem trước bị giới hạn - 1991 |
Thuật ngữ và cụm từ thông dụng
analysis Appl applications assumptions asymptotic normality calculate censored central limit theorem Chapter computation conditional convergence in distribution covariance function Cox processes defined distribution F distribution function empirical processes equation estimators  Example Exercise exvisible finite Gaussian given hazard function hence hypotheses i.i.d. copies i.i.d. random infinitely divisible interarrival distribution Karr likelihood function likelihood ratio linear marked point process Markov process martingale martingale estimators martingale method Math maximum likelihood estimator mean measure metric entropy mixed Poisson processes N₁ N₂ nonparametric observations Palm distributions parameter Poisson cluster processes Poisson process problem process on R+ Proof Proposition Prove random measure random variables renewal process satisfying Section Shiryaev space spectral stationary point process statistical inference stochastic intensity Stochastic Process Suppose surely theory tion Tn+1 verw Wahrsch Wiener process zero