Statistical inference for discrete time stochastic processes

DOI10.1007/978-81-322-0763-4zbMath1301.62002OpenAlexW621917321MaRDI QIDQ444338

M. B. Rajarshi

Publication date: 14 August 2012

Published in: SpringerBriefs in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-81-322-0763-4

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Bootstrap, jackknife and other resampling methods (62F40) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (3)

Robust parametric inference for finite Markov chains ⋮ The focussed information criterion for generalised linear regression models for time series ⋮ First order non-negative integer valued autoregressive processes with power series innovations

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