Download or read book Nonparametric Estimation in Markov Processes written by George G. Roussas and published by . This book was released on 1967 with total page 11 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Estimation in Markov Processes written by George C. Roussas and published by . This book was released on 1967 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of the present paper is to consider the non-parametric estimation of densities in the case of Markov processes. Asymptotically unbiased estimates for the initial and (two-dimensional) joint densities are constructed. These estimates are shown to be consistent in quadratic mean, and furthermore a consistent, in the probability sense, estimate for the transition density is obtained. It is shown that, under suitable conditions, all three estimators mentioned, properly normalized, are asymptotically normal.

Download or read book Nonparametric Statistics for Stochastic Processes written by Denis Bosq and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 181 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a mathematically rigorous treatment of the theory of nonparametric estimation and prediction for stochastic processes. It discusses discrete time and continuous time, and the emphasis is on the kernel methods. Several new results are presented concerning optimal and superoptimal convergence rates. How to implement the method is discussed in detail and several numerical results are presented. This book will be of interest to specialists in mathematical statistics and to those who wish to apply these methods to practical problems involving time series analysis.

Download or read book Nonparametric Estimation for Renewal and Markov Processes written by Odile Pons and published by . This book was released on 2009 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Estimation for Non time homogeneous Markov Processes in the Problem of Competing Risks written by Thomas Richard Fleming and published by . This book was released on 1976 with total page 138 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Non parametric Estimation for Non homogeneous Semi Markov Processes written by André Monteiro and published by . This book was released on 2006 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Inference for Piecewise deterministic Markov Processes written by Romain Azais and published by John Wiley & Sons. This book was released on 2018-08-14 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: Piecewise-deterministic Markov processes form a class of stochastic models with a sizeable scope of applications: biology, insurance, neuroscience, networks, finance... Such processes are defined by a deterministic motion punctuated by random jumps at random times, and offer simple yet challenging models to study. Nevertheless, the issue of statistical estimation of the parameters ruling the jump mechanism is far from trivial. Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewise-deterministic Markov processes offers a detailed and comprehensive survey of state-of-the-art results. It covers a wide range of general processes as well as applied models. The present book also dwells on statistics in the context of Markov chains, since piecewise-deterministic Markov processes are characterized by an embedded Markov chain corresponding to the position of the process right after the jumps.

Download or read book Nonparametric Estimation of Transition Intensities and Transition Probabilities written by N. Keiding and published by . This book was released on 1987 with total page 34 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Topics in Stochastic Analysis and Nonparametric Estimation written by Pao-Liu Chow and published by Springer Science & Business Media. This book was released on 2010-07-19 with total page 223 pages. Available in PDF, EPUB and Kindle. Book excerpt: To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.

Download or read book Recursive Nonparametric Estimation of Nonstationary Markov Processes written by O. Hernandez-Lerma and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book A Nonparametric Estimation Procedure for a Partially Observed Three State Markov Chain with Irreversible Transitions written by H. Frydman and published by . This book was released on 1989 with total page 28 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Asymptotic Properties of Parametric and Nonparametric Estimators of Continuous and Discrete Time Markov Processes written by Valentina Corradi and published by . This book was released on 1994 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Estimation of Some Transition Probabilities in a Partially Observed Markov Illness death Process with Biological Applications written by Jochen Mau and published by . This book was released on 1983 with total page 24 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Estimation Based on Censored Observations of a Markov Reneval Process written by R. D. Gill and published by . This book was released on 1978 with total page 27 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Non parametric Estimation for Non homogeneous Semi Markov Processes an Application to Credit Bank written by André Monteiro and published by . This book was released on 2006 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Nonparametric Functional Estimation and Related Topics written by G.G Roussas and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 691 pages. Available in PDF, EPUB and Kindle. Book excerpt: About three years ago, an idea was discussed among some colleagues in the Division of Statistics at the University of California, Davis, as to the possibility of holding an international conference, focusing exclusively on nonparametric curve estimation. The fruition of this idea came about with the enthusiastic support of this project by Luc Devroye of McGill University, Canada, and Peter Robinson of the London School of Economics, UK. The response of colleagues, contacted to ascertain interest in participation in such a conference, was gratifying and made the effort involved worthwhile. Devroye and Robinson, together with this editor and George Metakides of the University of Patras, Greece and of the European Economic Communities, Brussels, formed the International Organizing Committee for a two week long Advanced Study Institute (ASI) sponsored by the Scientific Affairs Division of the North Atlantic Treaty Organization (NATO). The ASI was held on the Greek Island of Spetses between July 29 and August 10, 1990. Nonparametric functional estimation is a central topic in statistics, with applications in numerous substantive fields in mathematics, natural and social sciences, engineering and medicine. While there has been interest in nonparametric functional estimation for many years, this has grown of late, owing to increasing availability of large data sets and the ability to process them by means of improved computing facilities, along with the ability to display the results by means of sophisticated graphical procedures.

Download or read book Nonparametric Estimation in a Markov Illness death Process from Interval Censored Observations with Missing Intermediate Transition Status written by Halina Frydman and published by . This book was released on 2007 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt: