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  • Springer Series in Statistics(1997-1998).rar

    本附件包括：
    • 1998.An Introduction to the Theory of Point Processes-Springer New York (1998).pdf
    • 1997.ARCH_Models_and_Financial Applications[Gourieroux].pdf
    • 1997.Bayesian forecasting and dynamic models(1997).pdf
    • 1997.Breakthroughs in statistics Vol III (1997).djvu
    • 1997.Exponential Families of Stochastic Processes(1997).djvu
    • 1997.Functional Data Analysis(1997).pdf
    • 1997.Modern Multidimensional Scaling - Theory and Applications(1997).pdf
    • 1997.Nonparametric smoothing and lack-of-fit tests-Springer (1997).pdf
    • 1997.Quasi-Likelihood and Its Application_ A General Approach to Optimal Parameter Estimation(1997).djvu
    • 1998.Selected Papers of Hirotugu Akaike.pdf
  • 70.69 MB
  • 2017-9-15

  • Springer Series in Statistics(1992-1993).rar

    本附件包括：
    • 1993.A Course on Point Processes(1993).pdf
    • 1992.An Introduction to Stochastic Processes and Their Applications(1992).pdf
    • 1992.ARMA Model Identification(1992).pdf
    • 1992.Breakthroughs in statistics Vol I Foundations and basic theory(1992).djvu
    • 1992.Breakthroughs in statistics Vol II Methodology and distribution(1992).djvu
    • 1992.Prediction Theory for Finite Populations(1992).pdf
    • 1992.The Bootstrap and Edgeworth Expansion(1992).pdf
    • 1992.The Use of Restricted Significance Tests in Clinical Trials(1992)=============.pdf
    • 1993.Elements of Multivariate Time Series Analysis(1993).pdf
    • 1993.Forecasting the Health of Elderly Populations================.pdf
    • 1993.Statistical Design and Analysis for Intercropping Experiments Vol I Two Crops.pdf
    • 1993.Statistical models based on counting processes(1993).djvu
    • 1993.Tools for Statistical Inference_ Methods for the Exploration of Posterior Distributions and Likelihood Functions(1993).pdf
  • 90.31 MB
  • 2017-9-15

  • Lecture Notes in Statistics 181-190.rar

    本附件包括：
    • (Lecture Notes in Statistics 185) Dietrich Stoyan (auth.), Adrian Baddeley, Pablo Gregori, Jorge Mateu, Radu Stoica, Dietrich Stoyan (eds.)-Case Studies in Spatial Point Process Modeling-Springer-Verl.pdf
    • (Lecture Notes in Statistics 181) Daniel Straumann (auth.)-Estimation in Conditionally Heteroscedastic Time Series Models-Springer-Verlag Berlin Heidelberg (2005).pdf
    • (Lecture Notes in Statistics 182) Lixing Zhu (auth.)-Nonparametric Monte Carlo Tests and Their Applications-Springer-Verlag New York (2005).pdf
    • (Lecture Notes in Statistics 183) Danie Krige, Wynand Kleingeld (auth.), Michel Bilodeau, Fernand Meyer, Michel Schmitt (eds.)-Space, Structure and Randomness_ Contributions in Honor of Georges Mather.pdf
    • (Lecture Notes in Statistics 184) Viatcheslav B. Melas (auth.)-Functional Approach to Optimal Experimental Design-Springer-Verlag New York (2006).pdf
    • (Lecture Notes in Statistics 186) Estela Bee Dagum, Pierre A. Cholette (auth.)-Benchmarking, Temporal Distribution, and Reconciliation Methods for Time Series-Springer-Verlag New York (2006).djvu
    • (Lecture Notes in Statistics 187) Dependence in Probability and Statistics-Springer-Verlag New York (.pdf
    • (Lecture Notes in Statistics 188) Constance van Eeden-Restricted Parameter Space Estimation Problems_ Admissibility and Minimaxity Properties (Lecture Notes in Statistics) (2006).pdf
    • (Lecture Notes in Statistics 189) The nature of statistical evidence(2007).djvu
    • (Lecture Notes in Statistics 190) Weak dependence_ With examples and applications(2007).pdf
  • 34.7 MB
  • 2017-9-9

  • Lecture Notes in Statistics 1-10.rar

    本附件包括：
    • (Lecture Notes in Statistics 5) Stationary Random Processes Associated with Point Processes(1981).pdf
    • (Lecture Notes in Statistics 10) Fitting Linear Models_ An Application of Conjugate Gradient Algorithms(1982).pdf
    • (Lecture Notes in Statistics 1) An Appreciation-Springer-Verlag New York (1980).pdf
    • (Lecture Notes in Statistics 2) Mathematical Statistics and Probability Theory_ Proceedings, Sixth International Conf.pdf
    • (Lecture Notes in Statistics 3) Benefit-Cost Analysis of Data Used to Allocate Funds-Springer-Verlag New York (1980).pdf
    • (Lecture Notes in Statistics 4) Stochastic Monotonicity and Queueing Applications of Birth-Death Processes-Springer-Verlag New York (1981).pdf
    • (Lecture Notes in Statistics 6) Shanti S. Gupta, Deng-Yuan Huang (auth.)-Multiple Statistical Decision Theory_ Recent Developments-Springer-Verlag New York (1981).pdf
    • (Lecture Notes in Statistics 7) Asymptotic Efficiency of Statistical Estimators_ Concepts and Higher Order Asymptotic Efficiency(1981).pdf
    • (Lecture Notes in Statistics 8) The First Pannonian Symposium on Mathematical Statistics(1981).pdf
    • (Lecture Notes in Statistics 9) Statistical Properties of the Generalized Inverse Gaussian Distribution(1982).pdf
  • 54.64 MB
  • 2017-9-9

  • Point Process Theory and Applications.rar

    本附件包括：
    • Point Process Theory and Applications.pdf
  • 2.24 MB
  • 2017-9-5

  • 1987.Extreme Values, Regular Variation and Point Processes.rar

    本附件包括：
    • 1987.Extreme Values, Regular Variation and Point Processes.djvu
  • 5.03 MB
  • 2017-7-1

  • Random Point Processes in Time and Space.rar

    本附件包括：
    • Random Point Processes in Time and Space.pdf
  • 15.5 MB
  • 2014-12-12

  • 6本合集.rar

    本附件包括：
    • Point Process Theory and Applications (2006).pdf
    • Optimal Control Models in Finance (2005).pdf
    • Stochastic Differential Games- Theory and Applications.pdf
    • Developments on Experimental Economics (2007).pdf
    • Mathematical Formulas for Economists (2010).pdf
    • Introduction to Stochastic Calculus for Finance (2006).pdf
  • 16.91 MB
  • 2014-12-1

  • An introduction to the theory of point processes volume I & II.rar
       An introduction to the theory of point processes volume I & II

    本附件包括：
    • An Introduction to the Theory of Point_Processes Volume I Elementary Theory and Methods.pdf
    • An introduction to the theory of point processes volume II general theory and structure.pdf
  • 5.41 MB
  • 2013-8-13

  • Pierre Brémaud Point processes and queues, martingale dynamics 1981.rar
       djvu格式

    本附件包括：
    • Pierre Brémaud Point processes and queues, martingale dynamics 1981.djvu
  • 11.68 MB
  • 2012-11-28

  • default intensity.rar
       default intensity

    本附件包括：
    • Affine Point Process and Portfolio Credit Risk.pdf
    • 2.Large Portfolio Asymptotics for Loss From Default.pdf
    • Default clustering in large portfolios-typical events.pdf
    • exploring the source of default clustering.pdf
    • transform analysis for point processes and applications in credit risk.pdf
  • 2.41 MB
  • 2012-9-8

  • abbr_3603f6539c3f3db79e580468fc9610c3.rar

    本附件包括：
    • the characterization of point processes with the order statistic property without the moment condition.pdf
  • 913.04 KB
  • 2011-5-21

  • 169761.rar
       [原创][下载]Journal of Econometrics-Volume 141, Issue 2, Pages 323-1420 (December 2007)

    本附件包括：
    • 19.A consistent characteristic function-based test for conditional independence.pdf
    • 20.A goodness-of-fit test for ARCH(∞) models.pdf
    • 21.Modelling security market events in continuous time- Intensity based, multivariate point process models.pdf
    • 22.Asymptotics for duration-driven long range dependent processes.pdf
    • 23.An adaptive empirical likelihood test for parametric time series regression models.pdf
    • 24.A goodness-of-fit test for ARCH models.pdf
    • 25.Discrete time duration models with group-level heterogeneity.pdf
    • 26.Income distribution and inequality measurement- The problem of extreme values.pdf
    • 27.A zero-inflated ordered probit model, with an application to modelling tobacco consumption.pdf
    • 28.Estimating a generalized correlation coefficient for a generalized bivariate probit model.pdf
    • 29.Nonstationary discrete choice- A corrigendum and addendum.pdf
    • 30.Endogeneity in quantile regression models- A control function approach.pdf
    • 31.Time and causality- A Monte Carlo assessment of the timing-of-events approach.pdf
    • 32.Confidence sets for the date of a single break in linear time series regressions.pdf
    • 33.Finite sample multivariate structural change tests with application to energy demand models.pdf
    • 34.Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese Yuan.pdf
    • 35.Inverse probability weighted estimation for general missing data problems.pdf
    • 36.A simple, robust and powerful test of the trend hypothesis.pdf
    • 38.Nonstationarity-extended local Whittle estimation.pdf
    • 37.A theory of robust long-run variance estimation.pdf
    • 39.Efficient high-dimensional importance sampling.pdf
    • 40.Corrigendum to The pseudo-true score encompassing test for non-nested hypotheses.pdf
    • 41.The large sample behaviour of the generalized method of moments estimator in misspecified models.pdf
    • 42.Erratum to “Generalizing the standard product rule of probability theory and Bayes's Theorem.pdf
    • 43.Error in contents listing of Special issue.pdf
    • 1.Editorial Board.pdf
    • 2.Realized range-based estimation of integrated variance.pdf
    • 3.Instrumental variable estimation based on conditional median restriction.pdf
    • 4.Generalized R-estimators under conditional heteroscedasticity.pdf
    • 5.Incidental trends and the power of panel unit root tests.pdf
    • 6.Non-parametric estimation of sequential english auctions.pdf
    • 7.On the uniqueness of optimal prices set by monopolistic sellers.pdf
    • 8.On the second-order properties of empirical likelihood with moment restrictions.pdf
    • 9.Contemporaneous threshold autoregressive models- Estimation, testing and forecasting.pdf
    • 10.Efficient tests of the seasonal unit root hypothesis.pdf
    • 11.Determining the cointegrating rank in nonstationary fractional systems by the exact local Whittle approach.pdf
    • 12.Asymptotic properties of a robust variance matrix estimator for panel data when T is large.pdf
    • 13.Online forecast combinations of distributions- Worst case bounds.pdf
    • 14.Nonparametric tests for conditional symmetry in dynamic models.pdf
    • 15.Masking identification of discrete choice models under simulation methods.pdf
    • 16.A smoothed least squares estimator for threshold regression models.pdf
    • 17.Can the random walk model be beaten in out-of-sample density forecasts- Evidence from intraday foreign exchange rates.pdf
    • 18.Endogenous selection or treatment model estimation.pdf
  • 13.96 MB
  • 2007-11-3

  • 142879.pdf
       [下载]Point Process Theory and Applications

  • 2.65 MB
  • 2007-7-31

  • 118558.pdf
       Case Studies in Spatial Point Process Modeling

  • 7.12 MB
  • 2007-5-20

  • 115441.rar
       An Introduction to the Theory of Point Processes Volume 1

  • 3.88 MB
  • 2007-5-10
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