Bibliography

[ASH 75] ASH R., GARDNER M., Topics in Stochastic Processes, Probability and Mathematical Statistics, Academic Press, New York, vol. 27, 1975.

[BAS 78] BASS J., Cours de mathématiques – Tome 2, 5th edition, Masson, 1978.

[BIC 69] BICKEL P., LEHMANN E., “Unbiased estimation in convex families”, Annals of Mathematical Statistics, vol. 40, no. 5, pp. 1523–1535, 1969.

[BOS 87a] BOSQ D., LECOUTRE J.-P., Analyse et prévision des séries chronologiques: méthodes paramétriques et non paramétriques, Masson, Paris, 1987.

[BOS 87b] BOSQ D., LECOUTRE J.-P., Théorie de l’estimation fonctionnelle, Collection Économie et Statistiques Avancées, Economica, Paris, 1987.

[BOS 07] BOSQ D., BLANKE D., Inference and Prediction in Large Dimensions, Wiley Series in Probability and Statistics, John Wiley & Sons Ltd., Chichester, 2007.

[BOS 78] BOSQ D., Cours de Statistique Mathématique, Polycopié de l’Université Paris 6, I, 1978.

[BOS 93] BOSQ D., Cours de Statistique des Processus, Polycopié de l’Université Paris 6, II, 1993.

[BRO 91] BROCKWELL P. J., DAVIS R.A., Time Series: Theory and Methods, Springer Series in Statistics, 2nd ed., Springer-Verlag, New York, 1991.

[CHA 51] CHAPMAN D., ROBBINS H., “Minimum variance estimation without regularity assumptions”, Annals of Mathematical Statistics, vol. 22, no. 4, pp. 581–586, 1951.

[COX 69] COX D., LEWIS P., L’analyse statistique des séries d’événements, Dunod, Paris, 1969.

[FOU 02] FOURDRINIER D., Statistique inférentielle, Dunod, 2002.

[FRA 57] FRASER D., Nonparametric Methods in Statistics, Wiley, New York, 1957.

[GOU 83] GOURIEROUX A., MONFORT A., Cours de séries temporelles, Economica, Paris, 1983.

[HAM 71] HAMPEL F., “A general qualitative definition of robustness”, Annals of Mathematical Statistics, vol. 42, no. 6, pp. 1887–1896, 1971.

[HUB 09] HUBER P. J., RONCHETTI E.M., Robust Statistics, Wiley Series in Probability and Statistics, 2nd ed., John Wiley & Sons Inc., Hoboken, NJ, 2009.

[KUT 04] KUTOYANTS Y. A., Statistical Inference for Ergodic Diffusion Processes, Springer Series in Statistics, Springer-Verlag London Ltd., London, 2004.

[LEH 98] LEHMANN E.L., CASELLA G., Theory of Point Estimation, Springer Texts in Statistics, 2nd ed., Springer-Verlag, New York, 1998.

[LEH 05] LEHMANN E.L., ROMANO J.P., Testing Statistical Hypotheses, Springer Texts in Statistics, 3rd ed., Springer, New York, 2005.

[MOR 60] MORLAT G., Théorie des tests (cours de l’I.S.U.P.), Institut de Statistique, UPMC, Paris 6, I, 1960.

[NEV 90] NEVEU J., Introduction aux Probabilités, École Polytechnique, 1990.

[NEY 28] NEYMAN J., PEARSON E., “On the use and interpretation of certain test criteria for purposes of statistical inference. I,II.”, Biometrika, vol. 20A, pp. 175–240, 263–294, 1928.

[PAR 62] PARZEN E., “On estimation of a probability density function and mode”, Annals of Mathematical Statistics, vol. 33, no. 3, pp. 1065–1076, 1962.

[RAO 06] RAO M., SWIFT R., Probability Theory with Applications, 2nd ed., Springer, New York, 2006.

[SAC 63] SACKS J., “Generalized Bayes solutions in estimation problems”, Annals of Mathematical Statistics, vol. 34, pp. 751–768, 1963.

[SHI 96] SHIRYAEV A., Probability, Graduate Texts in Mathematics, vol. 95, 2nd ed., Wiley, New York, 1996.

[WAL 50] WALD A., Statistical Decision Functions, Wiley, New York, 1950.

..................Content has been hidden....................

You can't read the all page of ebook, please click here login for view all page.
Reset