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ARCH models provide an appropriate framework for studying financial and monetary problems. This book surveys recent work with ARCH models from the perspective of statistical ... More
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Hardcover
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The primary aims of this book are to provide modern statistical techniques and theory for stochastic processes. The stochastic processes mentioned here are not restricted to ... More
Hardcover - Subsequent
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This volume is the second edition of a work that presents a coherent introduction to the subject of asymptotic statistics as it has developed in the past 50 years. The second ... More
Hardcover - REV
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The second edition of this book includes revised, updated, and additional material on the structure, theory, and application of classes of dynamic models in Bayesian time ... More
Hardcover
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Survival analysis arises in many fields of study including medicine, biology, engineering, public health, epidemiology, and economics. This book provides a comprehensive ... More
Paperback
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This is the second of a two volume collection of seminal papers in the statistical sciences written during the past 100 years. These papers have each had an outstanding ... More
Paperback
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This is a two volume collection of seminal papers in the statistical sciences written during the past 100 years. These papers have each had an outstanding influence on the ... More
Hardcover
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This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined ... More
Hardcover
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Density estimation has evolved enormously since the days of bar plots and histograms, but researchers and users are still struggling with the problem of the selection of the ... More
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