Bishwal, Jaya P. N. Parameter estimation in stochastic volatility models. (English) Zbl 1493.62003 Cham: Springer (ISBN 978-3-031-03860-0/hbk; 978-3-031-03861-7/ebook). xxx, 613 p. (2022). MSC: 62-02 62P05 62M05 62M09 60G22 60H10 60H15 60H30 60J60 91-02 91B70 91G30 PDFBibTeX XMLCite \textit{J. P. N. Bishwal}, Parameter estimation in stochastic volatility models. Cham: Springer (2022; Zbl 1493.62003) Full Text: DOI
McCabe, Brendan; Tremayne, Andrew Elements of modern asymptotic theory with statistical applications. (English) Zbl 0859.62004 Manchester: Manchester Univ. Press. xii, 264 p. (1993). Reviewer: K.-i.Yoshihara (Yokohama) MSC: 62-01 62F05 62F12 60F05 PDFBibTeX XMLCite \textit{B. McCabe} and \textit{A. Tremayne}, Elements of modern asymptotic theory with statistical applications. Manchester: Manchester Univ. Press (1993; Zbl 0859.62004)
Sen, Pranab K.; Singer, Julio M. Large-sample methods in statistics: an introduction with applications. (English) Zbl 0867.62003 New York, NY: Chapman and Hall. xii, 382 p. (1993). Reviewer: J.Melamed (Los Angeles) MSC: 62-01 62G20 60F05 60F17 62F05 62F12 PDFBibTeX XMLCite \textit{P. K. Sen} and \textit{J. M. Singer}, Large-sample methods in statistics: an introduction with applications. New York, NY: Chapman and Hall (1993; Zbl 0867.62003)
Guyon, Xavier Random fields on a lattice. Modelling, statistics and applications. (Champs aléatoires sur un réseau. Modélisations, statistique et applications.) (French) Zbl 0758.62037 Techniques Stochastiques. Paris: Masson. x, 226 p. (1992). Reviewer: L.Weiss (Ithaca) MSC: 62M40 62-01 62M30 60G60 PDFBibTeX XMLCite \textit{X. Guyon}, Champs aléatoires sur un réseau. Modélisations, statistique et applications. Paris: Masson (1992; Zbl 0758.62037)
Wahba, Grace Spline models for observational data. (English) Zbl 0813.62001 CBMS-NSF Regional Conference Series in Applied Mathematics. 59. Philadelphia, PA: SIAM, Society for Industrial and Applied Mathematics. XII, 169 p. (1990). Reviewer: R.Zielinski (Warszawa) MSC: 62-02 62G07 65C99 65D07 65R20 62G20 45B05 PDFBibTeX XMLCite \textit{G. Wahba}, Spline models for observational data. Philadelphia, PA: SIAM (1990; Zbl 0813.62001) Backlinks: MO
Droesbeke, Jean-Jacques (ed.); Fichet, Bernard (ed.); Tassi, Philippe (ed.) Time series. Theory and applications of ARIMA models. (Séries chronologiques. Théorie et pratique des modèles ARIMA.) (French) Zbl 0744.62122 Paris: Éditions Économica. 299 p. (1989). MSC: 62M10 62-01 62P20 PDFBibTeX XMLCite \textit{J.-J. Droesbeke} (ed.) et al., Séries chronologiques. Théorie et pratique des modèles ARIMA. Paris: Éditions Économica (1989; Zbl 0744.62122)
Blossfeld, Hans-Peter; Hamerle, Alfred; Mayer, Karl Ulrich Event history analysis. Statistical theory and application in the social sciences. (English) Zbl 0725.62106 Hove etc.: Lawrence Erlbaum Associates. 297 p. $ 51.95; £28.95 (1989). Reviewer: J.Herzmann (Praha) MSC: 62P25 62-01 92-01 91D99 91D20 62M99 PDFBibTeX XMLCite \textit{H.-P. Blossfeld} et al., Event history analysis. Statistical theory and application in the social sciences. Hove etc.: Lawrence Erlbaum Associates (1989; Zbl 0725.62106)
Cryer, Jonathan D. Time series analysis. (English) Zbl 0664.62088 Boston: Duxbury Press (PWS Publishers). XI, 286 p.; £20.50 (1986). Reviewer: T.Cipra MSC: 62M10 62-01 62M20 PDFBibTeX XML
Daboni, Luciano; Wedlin, Attilio Statistica: un’introduzione all’impostazione neo-bayesiana. (Italian) Zbl 0556.62003 Torino: UTET. VII, 278 p. (1982). Reviewer: L.Schmetterer MSC: 62-02 62F15 62A01 62-01 62C05 62C10 60A05 60G09 PDFBibTeX XML
Gill, R. D. Understanding Cox’s regression model: A martingale approach. (English) Zbl 0473.62029 Math. Cent., Amst., Afd. Math. Stat. SW 81/82, 21 p. (1982). MSC: 62F12 62P10 60G44 62N05 PDFBibTeX XML