Time Series, Fuzzy Analysis and Miscellaneous Topics - Madan Lal Puri

Time Series, Fuzzy Analysis and Miscellaneous Topics

Buch | Hardcover
789 Seiten
2003 | Reprint 2011
VSP International Science Publishers (Verlag)
978-90-6764-386-3 (ISBN)
439,95 inkl. MwSt
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01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information.

Professor Puri is one of the most versatile and prolific researchers in the world in mathematical statistics. His research areas include nonparametric statistics, order statistics, limit theory under mixing, time series, splines, tests of normality, generalized inverses of matrices and related topics, stochastic processes, statistics of directional data, random sets, and fuzzy sets and fuzzy measures. His fundamental contributions in developing new rank-based methods and precise evaluation of the standard procedures, asymptotic expansions of distributions of rank statistics, as well as large deviation results concerning them, span such areas as analysis of variance, analysis of covariance, multivariate analysis, and time series, to mention a few. His in-depth analysis has resulted in pioneering research contributions to prominent journals that have substantial impact on current research.
This book together with the other two volumes (Volume 1: Nonparametric Methods in Statistics and Related Topics; Volume 2: Probability Theory and Extreme Value Theory), are a concerted effort to make his research works easily available to the research community. The sheer volume of the research output by him and his collaborators, coupled with the broad spectrum of the subject matters investigated, and the great number of outlets where the papers were published, attach special significance in making these works easily accessible.
The papers selected for inclusion in this work have been classified into three volumes each consisting of several parts. All three volumes carry a final part consisting of the contents of the other two, as well as the complete list of Professor Puri’s publications.

Preface
Part I. TIME SERIES AND RELATED TOPICS
Linear serial rank tests for randomness against ARMA alternatives
Linear and quadratic serial rank tests for randomness against serial dependence
Locally asymptotically optimal tests for randomness
Optimal rank-based procedures for time series analysis: testing an ARMA model against other ARMA models
On locally asymptotically maximin tests for ARMA processes
Asymptotically most powerful rank tests for multivariate randomness against serial dependence
Weak convergence of the U-statistic and weak invariance of the one-sample rank order statistic for Markov processes and ARMA models
Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes
Asymptotic normality of L-statistics based on m(n)-decomposable time series
Time series analysis via rank order theory: signed-rank tests for ARMA models
Rank tests for time series analysis. A survey
Nonparametric prediction for random fields
Asymptotic behavior of L-statistics for a large class of time series
Aligned rank tests for linear models with autocorrelated error terms
Change curves in the presence of dependent noise
A multivariate Wald-Wolfowitz rank test against serial dependence
Nonparametric approach for non-Gaussian vector stationary processes
The limiting density of unit root test statistics: A unifying technique
Part II. FUZZY SET THEORY AND RELATED TOPICS
Integration on fuzzy sets
A possibility measure is not a fuzzy measure
Strong law of large numbers for Banach space valued random sets
Strong law of large numbers with respect to a set-valued probability measure
Differentials of fuzzy functions
The concept of normality for fuzzy random variables
Limit theorems for random compact sets in Banach space
Fuzzy random variables
Gaussian random sets in Banach space
Limit theorems for fuzzy random variables
Convergence theorem for fuzzy martingales
Limit theorems for fuzzy random variables
Central limit theorem for Banach space valued fuzzy random variables
Strong law of large numbers for Banach space valued fuzzy random variables
Part III. MISCELLANEOUS TOPICS
Local maxima of the sample functions of the N-parameter Bessel process
Realization of lp by spaces of random variables
Shorted operators and generalized inverses of matrices
Complex planar splines
Shorted matrices — an extended concept and some applications
The fundamental bordered matrix of linear estimation and
the Duffin–Morley general linear electromechanical systems
Complex Chebyshev polynomials and generalizations with an application to the optimal choice of interpolating knots in complex planar splines
Strong solutions of stochastic differential equations for multiparameter processes
A new semigroup technique in Poisson approximation
Information
A local algorithm for constructing non-negative cubic splines
The time spent by the Wiener process in a narrow tube before leaving a wide tube
Maximum likelihood estimation for stationary point processes
On time-reversibility and the uniqueness of moving average representations for non-Gaussian stationary time series
Locally asymptotically rank-based procedures for testing autoregressive moving average dependence
On some limit laws for perturbed empirical distribution functions

Erscheint lt. Verlag 20.12.2003
Verlagsort Zeist
Sprache englisch
Maße 155 x 230 mm
Gewicht 1618 g
Themenwelt Naturwissenschaften Biologie
ISBN-10 90-6764-386-6 / 9067643866
ISBN-13 978-90-6764-386-3 / 9789067643863
Zustand Neuware
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