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Lectures on inference for stochastic processes

Published online by Cambridge University Press:  01 July 2016

C. C. Heyde
C. C. Heyde*
Affiliation:
University of Melbourne
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Abstract

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Type
Inference for Stochastic Processes
Information
Advances in Applied Probability , Volume 17 , Issue 2 , June 1985 , pp. 244 - 245
Copyright
Copyright © Applied Probability Trust 1985 

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References

Principal References

Basawa, I. V. and Prakasa Rao, B. L. S. (1980) Statistical Inference for Stochastic Processes. Academic Press, New York.Google Scholar
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Cox, D. R. and Hinkley, D. V. (1974) Theoretical Statistics. Chapman and Hall, London.Google Scholar
Hall, P. and Heyde, C. C. (1980) Martingale Limit Theory and its Application. Academic Press, New York.Google Scholar
Heyde, C. C. and Cohen, J. E. (1985) Confidence intervals for demographic projections based on products of random matrices. Theoret. Popn Biol. Google Scholar
Nicholls, D. F. and Quinn, B. G. (1982) Random Coefficient Autoregressive Models: An Introduction. Lecture Notes in Statistics 11, Springer-Verlag, New York.Google Scholar
Rao, C. R. (1973) Linear Statistical Inference and its Application , 2nd edn. Wiley, New York.Google Scholar
Sweeting, T. J. (1980) Uniform asymptotic normality of the maximum likelihood estimator. Ann. Statist. 8, 1375–1381.Google Scholar