I. V. Basawa, C. C. Heyde, and R. L. Taylor, eds. Selected Proceedings of the Symposium on Inference for Stochastic Processes: Held at the University of Georgia, Athens, GA, May 10--12, 2000 (Beachwood, OH: Institute of Mathematical Statistics, 2001)

Selected Proceedings of the Symposium on Inference for Stochastic Processes: Held at the University of Georgia, Athens, GA, May 10--12, 2000

Editor: I. V. Basawa
Editor: C. C. Heyde
Editor: R. L. Taylor

Lecture Notes--Monograph Series, Volume 37
Beachwood, OH: Institute of Mathematical Statistics, 2001.
356 pp.

Subjects:

62-06 (primary)

Permanent link to this monograph: http://projecteuclid.org/euclid.lnms/1215090677
Mathmatical Reviews number (MathSciNet): MR2002499
ISBN:0-940600-51-X

Miscellaneous Frontmatter

Section 1: Introduction

An Overview of the Symposium

I. V. Basawa, C. C. Heyde, and R. L. Taylor; 3-8

Shifting Paradigms in Inference

C. C. Heyde; 9-22

Section 2: Stochastic Models: General

Modelling by Levy Processes

Ole E. Barndorff-Nielsen; 25-32

Extreme Values for a Class of Shot-Noise Processes

W. P. McCormick, and Lynne Seymour; 33-46

Statistical Inference for Stochastic Partial Differential Equations

B. L. S. Prakasa Rao; 47-70

Fixed Design Regression Under Association

George G. Roussas; 71-90

Dependent Bootstrap Confidence Intervals

Wendy D. Smith, and Robert L. Taylor; 91-108

Section 3: Time Series

Kolmogorov-Smirnov Tests for AR Models Based on Autoregression Rank Scores

Faouzi El Bantli, and Marc Hallin; 111-124

Estimation of the Long-Memory Parameter: A Review of Recent Developments and an Extension

Rajendra J. Bhansali, and Piota S. Kokoszka; 125-150

Stability of Nonlinear Time Series: What Does Noise Have to Do With It?

Daren B. H. Cline, and Huay-min H. Pu; 151-170

Section 4: Population Genetics

Testing Neutrality of mtDNA Using Multigeneration Cytonuclear Data

Susmita Datta; 173-184

Inference on Random Coefficient Models for Haplotype Effects in Dynamic Mutation Using MCMC

Richard M. Huggins, Guoqi Qian, and Danuta Z. Loesch; 185-202

Section 5: Semiparametric Inference

Semiparametric Inference for Synchronization of Population Cycles

P. E. Greenwood, and D. T. Haydon; 205-212

Plug-In Estimators in Semiparametric Stochastic Process Models

Ursula U. Muller, Anton Schίck, and Wolfgang Wefelmeyer; 213-234

Section 6: Estimating Functions

Nuisance Parameter Elimination and Optimal Estimating Functions

T. M. Durairajan, and Martin L. William; 237-246

Optimal Estimating Equations for Mixed Effects Models with Dependent Observations

Jeong-gun Park, and I. V. Basawa; 247-268

Section 7: Spatial Models

Reconstruction of a Stationary Spatial Process from a Systematic Sampling

Karim Benhenni; 271-280

Estimating the Variance of the Maximum Pseudo-Likelihood Estimator

Lynne Seymour; 281-296

A Review of Inhomogeneous Markov Point Processes

Eva B. Vedel Jensen, and Linda Stougaard Nielsen; 297-318

Section 8: Perfect Simulation

Perfect Sampling for Posterior Landmark Distributions with an Application to the Detection of Disease Clusters

Marc A. Loizeaux, and Ian W. McKeague; 321-332

A Review of Perfect Simulation in Stochastic Geometry

Jesper Møller; 333-356