| Preface |
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v | (6) |
| Contributors |
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xi | (4) |
| Madan Lal Puri: Life and Contributions of a Mathematical Statistician |
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1. Some Examples of Empirical Fourier Analysis in Scientific Problems |
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1 | (36) |
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2. Modeling and Inference for Periodically Correlated Time Series |
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37 | (26) |
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3. Modeling Time Series of Count Data |
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63 | (52) |
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4. Seasonal and Cyclical Long Memory |
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115 | (34) |
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5. Nonparametric Specification Procedures for Time Series |
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149 | (52) |
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6. Parameter Estimation and Model Selection for Multistep Prediction of a Time Series: A Review |
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201 | (26) |
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7. Nonlinear Estimation for Time Series Observed on Arrays |
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227 | (32) |
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8. Some Contributions to Multivariate Nonlinear Time Series and to Bilinear Models |
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259 | (36) |
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9. Optimal Testing for Semi-Parametric AR Models--From Gaussian Lagrange Multipliers to Autoregression Rank Scores and Adaptive Tests |
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295 | (56) |
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10. Statistical Analysis Based on Functionals of Nonparametric Spectral Density Estimators |
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351 | (44) |
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11. Efficient Estimation in a Semiparametric Additive Regression Model with ARMA Errors |
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395 | (32) |
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12. Efficient Estimation in Markov Chain Models: An Introduction |
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427 | (34) |
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13. Nonparametric Functional Estimation: An Overview |
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461 | (50) |
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14. Minimum Distance and Nonparametric Dispersion Functions |
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511 | (22) |
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15. Estimators of Changes |
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533 | (46) |
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16. On Inverse Estimation |
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579 | (36) |
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17. Approaches for Semiparametric Bayesian Regression |
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615 | (24) |
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18. Consistency Issues in Bayesian Nonparametrics |
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639 | (30) |
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19. Breakdown Theory for Estimators Based on Bootstrap and Other Resampling Schemes |
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669 | (14) |
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20. On Second-Order Properties of the Stationary Bootstrap Method for Studentized Statistics |
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683 | (30) |
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21. Convergence to Equilibrium of Random Dynamical Systems Generated by IID Monotone Maps, with Applications to Economics |
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713 | (30) |
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22. Chi-Squared Tests of Goodness-of-Fit for Dependent Observations |
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743 | (14) |
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23. Positive and Negative Dependence with Some Statistical Applications |
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757 | (32) |
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24. Second-Order Information Loss Due to Nuisance Parameters: A Simple Measure |
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789 | (22) |
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| Appendix: The Publications of Madan Lal Puri |
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811 | (18) |
| Index |
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829 | |
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