No CrossRef data available.
Article contents
Statistical inference for stochastic processes
Published online by Cambridge University Press: 01 July 2016
Abstract
An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
- Type
- Second conference on stochastic processes and applications
- Information
- Copyright
- Copyright © Applied Probability Trust 1973
References
[1]
Barlow, R. E. and Proschan, F. (1965) Mathematical Theory of Reliability.
John Wiley, New York.Google Scholar
[2]
Bickel, P. J. and Dorsum, K. S. (1969) Tests for monotone failure rate based on normalized spacings. Ann. Math. Statist.
40, 1216–1235.CrossRefGoogle Scholar
[3]
Billingsley, P. (1961) Statistical Inference for Markov Processes.
University of Chicago Press.Google Scholar
[4]
Cox, D. R. and Lewis, P. A. W. (1966) The Statistical Analysis of Series of Events.
Methuen, London.CrossRefGoogle Scholar
[5]
Cox, D. R. and Lewis, P. A. W. (1972) Multivariate point processes, Proc. 6th Berkeley Symposium Math. Statist. Prob.
CrossRefGoogle Scholar
[6]
Grandell, J. (1972) Statistical inference for doubly stochastic Poisson processes. [9] (below)
67–90.Google Scholar
[7]
Hajék, J. (1962) Asymptotically most powerful rank order tests. Ann. Math. Statist.
33, 1124–1147.CrossRefGoogle Scholar
[8]
Lecam, L. (1960) Locally Asymptotically Normal Families of Distribution.
University of California Press.Google Scholar
[11]
Roussas, G. G. and Johnson, R. A. (1969) Asymptotically most powerful tests in Markov processes. Ann. Math. Statist.
40, 1207–1215.Google Scholar