B.L.S. Prakasa Rao's Books

A First Course in Probability and Statistics

By: B. L. S. Prakasa Rao

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A First Course in Probability and Statistics

By: B. L. S. Prakasa Rao

This book provides a clear exposition of the theory of probability along with applications in statistics.

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Page Count

330

Publisher

World Scientific

Published Date

ISBN 10

9812836535

ISBN 13

9789812836533

Statistical Inference for Fractional Diffusion Processes

By: B. L. S. Prakasa Rao

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Statistical Inference for Fractional Diffusion Processes

By: B. L. S. Prakasa Rao

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key features: Introduces self-similar processes, fractional Brownian motion and stochastic integration with respect to fractional Brownian motion. Provides a comprehensive review of statistical inference for processes driven by fractional Brownian motion for modelling long range dependence. Presents a study of parametric and nonparametric inference problems for the fractional diffusion process. Discusses the fractional Brownian sheet and infinite dimensional fractional Brownian motion. Includes recent results and developments in the area of statistical inference of fractional diffusion processes. Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.

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Page Count

213

Publisher

John Wiley & Sons

Published Date

ISBN 10

0470975768

ISBN 13

9780470975763

Nonparametric Functional Estimation

By: B. L. S. Prakasa Rao

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Nonparametric Functional Estimation

By: B. L. S. Prakasa Rao

Nonparametric Functional Estimation is a compendium of papers, written by experts, in the area of nonparametric functional estimation. This book attempts to be exhaustive in nature and is written both for specialists in the area as well as for students of statistics taking courses at the postgraduate level. The main emphasis throughout the book is on the discussion of several methods of estimation and on the study of their large sample properties. Chapters are devoted to topics on estimation of density and related functions, the application of density estimation to classification problems, and the different facets of estimation of distribution functions. Statisticians and students of statistics and engineering will find the text very useful.

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Page Count

539

Publisher

Academic Press

Published Date

ISBN 10

148326923X

ISBN 13

9781483269238

Associated Sequences, Demimartingales and Nonparametric Inference

By: B.L.S. Prakasa Rao

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Associated Sequences, Demimartingales and Nonparametric Inference

By: B.L.S. Prakasa Rao

This book gives a comprehensive review of results for associated sequences and demimartingales developed so far, with special emphasis on demimartingales and related processes. Probabilistic properties of associated sequences, demimartingales and related processes are discussed in the first six chapters. Applications of some of these results to some problems in nonparametric statistical inference for such processes are investigated in the last three chapters.

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Page Count

278

Publisher

Springer Science & Business Media

Published Date

ISBN 10

3034802404

ISBN 13

9783034802406

Semimartingales and their Statistical Inference

By: B.L.S. Prakasa Rao

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Semimartingales and their Statistical Inference

By: B.L.S. Prakasa Rao

Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability. The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research conducted on the asymptotic theory for semimartingales. Semimartingales and their Statistical Inference, fills this need by presenting a comprehensive discussion of the asymptotic theory of semimartingales at a level needed for researchers working in the area of statistical inference for stochastic processes. The author brings together into one volume the state-of-the-art in the inferential aspect for such processes. The topics discussed include: Asymptotic likelihood theory Quasi-likelihood Likelihood and efficiency Inference for counting processes Inference for semimartingale regression models The author addresses a number of stochastic modeling applications from engineering, economic systems, financial economics, and medical sciences. He also includes some of the new and challenging statistical and probabilistic problems facing today's active researchers working in the area of inference for stochastic processes.

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Page Count

684

Publisher

Routledge

Published Date

ISBN 10

1351416928

ISBN 13

9781351416924

A First Course in Probability and Statistics

By: B. L. S. Prakasa Rao

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A First Course in Probability and Statistics

By: B. L. S. Prakasa Rao

This book provides a clear exposition of the theory of probability along with applications in statistics.

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N/A

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Solve jigsaw puzzle

Age

Page Count

330

Publisher

World Scientific

Published Date

ISBN 10

9812836535

ISBN 13

9789812836533

Semimartingales and their Statistical Inference

By: B.L.S. Prakasa Rao

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Semimartingales and their Statistical Inference

By: B.L.S. Prakasa Rao

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Page Count

599

Publisher

Routledge

Published Date

ISBN 10

1351416936

ISBN 13

9781351416931

Book's by B.L.S. Prakasa Rao

A First Course in Probability and Statistics

A First Course in Probability and Statistics

Statistical Inference for Fractional Diffusion Processes

Statistical Inference for Fractional Diffusion Processes

Nonparametric Functional Estimation

Nonparametric Functional Estimation

Associated Sequences, Demimartingales and Nonparametric Inference

Associated Sequences, Demimartingales and Nonparametric Inference

Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference

A First Course in Probability and Statistics

A First Course in Probability and Statistics

Semimartingales and their Statistical Inference

Semimartingales and their Statistical Inference

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