Time Series, Fuzzy Analysis and Miscellaneous Topics

Couverture
Walter de Gruyter, 2 août 2011 - 789 pages
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.
 

Table des matières

Linear serial rank tests for randomness against ARMA alternatives Annals of Statistics 13 1985 11561181
3
Linear and quadratic serial rank tests for randomness against serial dependence Journal of Time Series Analysis 8 1987 409424
29
Locally asymptotically optimal tests for randomness New Perspectives in Theoretical and Applied Statistics John Wiley and Sons New York 1987 8799
45
testing an ARMA model against other ARMA models Annals of Statistics 16 1988 402432
58
Statistical Theory and Data Analysis II 1988 495499 North Holland Publishing Company
89
Asymptotically most powerful rank tests for multivariate randomness against serial dependence Journal of Multivariate Analysis 30 1989 3471
94
Weak convergence of the Ustatistic and weak invariance of the onesample rank order statistic for Markov processes and ARMA models Journal of M...
132
Weak convergence of serial rank statistics under dependence with applications in time series and Markov processes Annals of Probability 18 1990 13...
140
Limit theorems for fuzzy random variables Proceedings of the Royal Society of London 407 1986 171182
470
Convergence theorem for fuzzy martingales Journal of Mathematical Analysis and Applications 160 1991 107122
482
Asymptotics in Statistics and Probability Papers in Honor of George Gregory Roussas VSP International Science Publishers The Netherlands 2000 33...
498
Central limit theorem for Banach space valued fuzzy random variables Proceedings of the American Mathematical Society 130 2002 14931501
515
Strong law of large numbers for Banach space valued fuzzy random variables Journal of Theoretical Probability 15 2002 543552
524
Part III MISCELLANEOUS TOPICS
533
Local maxima of the sample functions of the Nparameter Bessel process Stochastic Processes and Their Applications 9 1979 137145
535
Realization of lp by spaces of random variables Applicable Analysis 8 1979 337347
544

Asymptotic normality of Lstatistics based on mndecomposable time series Journal of Multivariate Analysis 35 1990 260275
167
signedrank tests for ARMA models Journal of Multivariate Analysis 39 1991 129
183
New Directions in Time Series Analysis the IMA Volume in Mathematics and Its Applications 45 1992 111153 SpringerVerlag New YorkHeidelberg...
212
Nonparametric prediction for random fields Stochastic Processes and Their Applications 48 1993 139156
255
Asymptotic behavior of Lstatistics for a large class of time series Annals of the Institute of Statistical Mathematics 45 1993 687701
273
Aligned rank tests for linear models with autocorrelated error terms Journal of Multivariate Analysis 50 1994 175237
288
Change curves in the presence of dependent noise ChangePoint Problems a volume in the IMS Lecture Notes and Monograph Series Volume 23 199...
351
A multivariate WaldWolfowitz rank test against serial dependence The Canadian Journal of Statistics 23 1995 5565
364
Nonparametric approach for nonGaussian vector stationary processes Journal of Multivariate Analysis 56 1996 259283
375
A unifying technique The Journal of Time Series Analysis 21 2000 249260
400
Part II FUZZY SET THEORY AND RELATED TOPICS
413
Integration on fuzzy sets Advances in Applied Mathematics 3 1982 430434
415
A possibility measure is not a fuzzy measure Fuzzy Sets and Systems 7 1982 311313
420
Strong law of large numbers for Banach space valued random sets Annals of Probability 11 1983 222224
423
Strong law of large numbers with respect to a setvalued probability measure Annals of Probability 11 1983 10511054
426
Differentials of fuzzy functions Journal of Mathematical Analysis and Applications 91 1983 552558
430
The concept of normality for fuzzy random variables Annals of Probability 13 1985 13731379
437
Limit theorems for random compact sets in Banach space Mathematical Proceedings of the Cambridge Philosophical Society 97 1985 151158
444
Fuzzy random variables Journal of Mathematical Analysis and Applications 114 1986 409422
452
Gaussian random sets in Banach space Teoria Veroyatnostei i ee Primeneniya also in Theory of Probability and Its Applications Translation by SIAM...
466
Shorted operators and generalized inverses of matrices Linear Algebra and its Applications 25 1979 4556
555
Complex planar splines Journal of Approximation Theory 31 1981 383402
567
Shorted matrices an extended concept and some applications Linear Algebra and its Applications 42 1982 5779
587
The fundamental bordered matrix of linear estimation and the DuffinMorley general linear electromechanical systems Applicable Analysis 14 1983 2...
610
Complex Chebyshev polynomials and generalizations with an application to the optimal choice of interpolating knots in complex planar splines Jour...
628
Strong solutions of stochastic differential equations for multiparameter processes Stochastics 17 1986 1941
641
A new semigroup technique in Poisson approximation Semigroup Forum 38 1989 189201
664
Multidisciplinary Conceptions Kluwer Academic Publishers BostonDordrechtLancaster 1990 451469
677
A local algorithm for constructing nonnegative cubic splines Journal of Approximation Theory 64 1991 116
696
The time spent by the Wiener process in a narrow tube before leaving a wide tube Proceedings of the American Mathematical Society 117 1993 529...
712
Maximum likelihood estimation for stationary point processes Proceedings of the National Academy of Sciences USA 83 1986 541545
720
On timereversibility and the uniqueness of moving average representations for nonGaussian stationary time series Biometrika 75 1988 170171
725
Locally asymptotically rankbased procedures for testing autoregressive moving average dependence Proceedings of the National Academy of Scienc...
727
On some limit laws for perturbed empirical distribution functions Statistics and Probability Letters 21 1994 317321
732
Part IV APPENDICES
737
A Volume 1 Nonparametric Methods in Statistics and Related Topics Contents
739
B Volume 2 Probability Theory and Extreme Value Theory Contents
745
C The Publications of Madan Lal Puri
751
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