Author(s): R. N. Bhattacharya, Krishna B. Athreya
Publisher: Institute of Mathematical Statistics
Year: 2004
Language: English
Pages: 292
Frontmatter......Page 1
Contents......Page 7
Preface......Page 9
Rabi Bhattacharya: bibliography......Page 11
Iteration of IID random maps on R+......Page 17
Adaptive estimation of directional trend......Page 31
Simulating constrained animal motion using stochastic differential equations......Page 51
Theta-expansions and the generalized Gauss map......Page 65
On Ito's complex measure condition......Page 81
Variational formulas and explicit bounds of Poincare-type inequalities for one-dimensional processes......Page 97
Brownian motion and the classical groups......Page 113
Transition density of a reflected symmetric stable Levy process in an orthant......Page 133
On conditional central limit theorems for stationary processes......Page 149
Polynomially harmonizable processes and finitely polynomially determined Levy processes......Page 169
Effects of smoothing on distribution approximations......Page 185
Survival under uncertainty in an exchange economy......Page 203
Singular stochastic control in optimal investment and hedging in the presence of transaction costs......Page 225
Parametric empirical Bayes model selection - some theory, methods and simulation......Page 245
A theorem of large deviations for the equilibrium prices in random exchange economies......Page 263
Asymptotic estimation theory of change-point problems for time series regression models and its applications......Page 273
Fractional Brownian motion as a differentiable generalized Gaussian process......Page 301
