Statistical Inference for Markov Processes by Billingsley(1961)

书名：Statistical Inference for Markov Processes.

作者：Billingsley, P.

出版时间：1961.

出版社：The University of Chicago Press, Chicago.

 

Contents

Introduction

PART I. Time-discrete Markov Processes

1. Statement of problem and regulaarity conditions

2. Estimation, testing simple hypotheses, and power

3. Testing composite hypotheses

4. Homogeneity problems

5. Specialization to finite Markov chains

6. Multiple Markov processes

PART II. Time-continuous Markov Processes of the Completely Discontinuous Type

7. Statement of problem and main theorems

8. Specialization to finite state spaces

Mathematical Appendix

9. Limit theorems for Markov processes

10. A convergence theorem

11. A projection theorem

12. Log-likelihood and chi-square statistics

13. Limit theorems for the imbedded process

14. A martingale theorem

15. Randon-Nikodym derivatives for time-coutinuous processes

 

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