An Introduction to Stochastic Processes: With Special Reference to Methods and Applications |
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Page 268
... methods making use of the observed autocorrelations may be used , but the above limiting formulae are still useful in suggesting methods approximating to optimum ( least - squares ) efficiency , and their validity is incidentally ...
... methods making use of the observed autocorrelations may be used , but the above limiting formulae are still useful in suggesting methods approximating to optimum ( least - squares ) efficiency , and their validity is incidentally ...
Page 290
... methods similar to those previously used . Similar methods apply in the case of continuous processes . The estimation problem for one or more series will be found further discussed in econometric literature , at least in the case of ...
... methods similar to those previously used . Similar methods apply in the case of continuous processes . The estimation problem for one or more series will be found further discussed in econometric literature , at least in the case of ...
Page 304
... methods for evolutive processes . J. R. Statist . Soc . B , 13 , 141 . PATANKAR , V. N. ( 1953 ) . See 8.2 , 8.21 above . ROTHSCHILD , LORD ( 1953 ) . A new method of measuring the activity of spermatozoa . J. Exp . Biol . 30 , 178 ...
... methods for evolutive processes . J. R. Statist . Soc . B , 13 , 141 . PATANKAR , V. N. ( 1953 ) . See 8.2 , 8.21 above . ROTHSCHILD , LORD ( 1953 ) . A new method of measuring the activity of spermatozoa . J. Exp . Biol . 30 , 178 ...
Contents
RANDOM SEQUENCES | 15 |
PROCESSES IN CONTINUOUS TIME | 45 |
MISCELLANEOUS STATISTICAL APPLICATIONS | 89 |
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Common terms and phrases
a₁ additive process analysis approximate assumed asymptotic autoregressive average BARTLETT becomes Chapter characteristic function coefficients component condition consider continuous convenient convergence correlation correlogram corresponding covariance D. G. Kendall defined degrees of freedom denotes density depend differential discrete distribution function dZ(w entropy equation equivalent estimates example finite formula frequency further given harmonic harmonic analysis Hence independent individual infection integral interval J. R. Statist Kendall likelihood function limiting linear process Markov chain Markov process matrix mean methods Moyal mutation negative binomial distribution noise non-zero normal observed obtain orthogonal particle particular periodogram Poisson distribution population possible probability problem process X(t properties random variable recurrence relation renewal result sampling sequence solution spectral spectrum stationary processes stochastic processes t₁ theoretical theory time-series tion transition values variance vector whence zero σ²