Inférence statistique dans les processus stochastiques: Aperçu historique

DOI10.2307/3314911zbMath0635.62094OpenAlexW2018050095MaRDI QIDQ3774781

Marc Moore

Publication date: 1987

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3314911

zbMATH Keywords

branching processesMarkov chainsGaussian processesMarkov processesbirth and death processespoint processessequential analysis

Mathematics Subject Classification ID

History of mathematics in the 20th century (01A60) Inference from stochastic processes (62M99) Development of contemporary mathematics (01A65) History of statistics (62-03)

Uses Software

• spatial

Cites Work

• Least squares estimation in finite Markov processes
• Contributions to a general asymptotic statistical theory. With the assistance of W. Wefelmeyer
• Asymptotic optimal inference for non-ergodic models
• The equivalence between (modified) Bayes estimator and maximum likelihood estimator for Markov processes
• Maximum likelihood estimation in the birth-and-death process
• Maximum likelihood estimation for Markov processes
• Estimation of the variance of a branching process
• Asymptotic normality of the maximum likelihood estimate in Markov processes
• On the measurability and consistency of minimum contrast estimates
• Nonparametric estimation in Markov processes
• Asymptotic properties of the estimates of an unknown parameter in stationary Markoff process
• SOME THEOREMS AND SUFFICIENCY CONDITIONS FOR THE MAXIMUM-LIKELIHOOD ESTIMATOR OF AN UNKNOWN PARAMETER IN A SIMPLE MARKOV CHAIN
• Estimates of Bounded Relative Error in Particle Counting
• THE BEHAVIOUR OF AN ESTIMATOR FOR A SIMPLE BIRTH AND DEATH PROCESS
• SUFFICIENCY CONDITIONS IN REGULAR MARKOV CHAINS AND CERTAIN RANDOM WALKS
• SOME ASYMPTOTIC DISTRIBUTION THEORY FOR MARKOV CHAINS WITH A DENUMERABLE NUMBER OF STATES
• Statistical Inference about Markov Chains
• Exact Probabilities and Asymptotic Relationships for Some Statistics from $m$-th Order Markov Chains
• On the Statistical Treatment of Stochastic Processes
• NOTE ON THE COMPARISON OF SEVERAL REALIZATIONS OF A MARKOFF CHAIN
• Statistical Methods in Markov Chains
• Least-squares estimation of transition probabilities from aggregate data
• The foundations of finite sample estimation in stochastic processes
• Inference in stochastic processes. II
• On estimating the variance of the offspring distribution in a simple branching process
• Estimation of the mean and the initial probabilities of a branching process
• Maximum likelihood estimation for continuous-time stochastic processes
• Estimation for Discrete Time Branching Processes with Application to Epidemics
• Bayes Solution of Sequential Decision Problem for Markov Dependent Observations
• Extension to Markov processes of a result by A. Wald about the consistency of the maximum likelihood estimate
• Asymptotic Inference in Markov Processes
• The Wilcoxon Two-sample Statistic on Strongly Mixing processes
• Some applications of the asymptotic distribution of likelihood functions to the asymptotic efficiency of estimates
• Embedding submartingales in wiener processes with drift, with applications to sequential analysis
• On Wald's equations in continuous time
• Nonparametric Estimation of the Transition Distribution Function of a Markov Process
• Extension of a Result of Seneta for the Super-Critical Galton-Watson Process
• Estimation theory for growth and immigration rates in a multiplicative process
• The Bernstein-Von Mises Theorem for Markov Processes
• On the Assumptions Used to Prove Asymptotic Normality of Maximum Likelihood Estimates
• On the rate of convergence of estimators for Markov processes
• On Estimation of a Probability Density Function and Mode
• Stochastic Processes With an Integral Valued Parameter
• Asymptotic Properties of the Maximum Likelihood Estimate of an Unknown Parameter of a Discrete Stochastic Process
• Note on the Consistency of the Maximum Likelihood Estimate
• Branching Processes
• Sequential Decision Problems for Processes with Continuous time Parameter. Testing Hypotheses
• Stochastic Processes Occurring in the Theory of Queues and their Analysis by the Method of the Imbedded Markov Chain
• Sequential Decision Problems for Processes with Continuous Time Parameter Problems of Estimation
• Statistical Methods for Poisson Processes and Exponential Populations
• A TEST FOR MARKOFF CHAINS
• An Extension of Wald's Theory of Statistical Decision Functions
• Stochastic processes and statistical inference
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item