Selected Proceedings of the Symposium on Inference for Stochastic Processes || Front Matter

Front MatterSource: Lecture Notes-Monograph Series, Vol. 37, Selected Proceedings of the Symposium onInference for Stochastic Processes (2001), pp. 1-319Published by: Institute of Mathematical StatisticsStable URL: http://www.jstor.org/stable/4356138 .

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Institute of Mathematical Statistics

LECTURE NOTES-MONOGRAPH SERIES

Selected Proceedings of the

Symposium on Inference for

Stochastic Processes

I.V. Basawa, C.C Heyde and R.L. Taylor, Editors

Volume 37




LECTURE NOTES-MONOGRAPH SERIES

Volume 37

Selected Proceedings of the

Symposium on Inference for

Stochastic Processes

I.V. Basawa, C.C. Heyde and R.L. Taylor, Editors


Beachwood, Ohio




Lecture Notes-Monograph Series

Series Editor:

Joel Greenhouse

The production of the IMS Lecture Notes-Monograph Series is

managed by the IMS Business Office: Julia A. Norton, IMS

Treasurer, and Elyse Gustafson, IMS Executive Director.

Library of Congress Control Number: 2001 135427

International Standard Book Number 0-940600-51-X

Copyright ? 2001 Institute of Mathematical Statistics

All rights reserved

Printed in the United States of America



Table of Contents

SECTION 1: INTRODUCTION 1

An Overview of the Symposium 3

/. V. Basawa, C. C. Heyde, and R. L. Taylor

Shifting Paradigms in Inference 9

C. C. Heyde

Section 2: Stochastic Models: General 23

Modelling by Levy Processes 25

Ole E. Barndorff-Nielsen

Extreme Values for a Class of Shot-Noise Processes 33

W. P. McCormick and Lynne Seymour

Statistical Inference for Stochastic Partial Differential Equations 47

B. L S. Prakasa Rao

Fixed Design Regression Under Association 71

George G. Roussas

Dependent Bootstrap Confidence Intervals 91

Wendy D. Smith and Robert L. Taylor

Section 3: Time Series 109

Kolmogorov-Smirnov Tests for AR Models Based on Autoregression Rank Scores 111

Faouzi El Bantli and Marc Hallin

Estimation of the Long-Memory Parameter: A Review of Recent Developments 125

and an Extension

Rajendra J. Bhansali and Piota S. Kokoszka

Stability of Nonlinear Time Series: What Does Noise Have to Do With It? 151

Daren B. H. Cline and Huay-min H. Pu



Section 4: Population Genetics 171

Testing Neutrality of mtDNA Using Multigeneration Cytonuclear Data 173

Susmita Datta

Inference on Random Coefficient Models for Haplotype Effects in Dynamic 185

Mutation Using MCMC

Richard M. Huggins, Guoqi Qian and Danuta Z. Loesch

Section 5: Semiparametric Inference 203

Semiparametric Inference for Synchronization of Population Cycles 205

P. E. Greenwood and D. T. Haydon

Plug-In Estimators in Semiparametric Stochastic Process Models 213

Ursula U. M?ller, Anton Schick and Wolfgang Wefelmeyer

Section 6. Estimating Functions 235

Nuisance Parameter Elimination and Optimal Estimating Functions 237

T. M. Durairajan and Martin L. William

Optimal Estimating Equations for Mixed Effects Models with 247

Dependent Observations

Jeong-gun Park and I. V. Basawa

Section 7. Spatial Models 269

Reconstruction of a Stationary Spatial Process from a Systematic Sampling 271

Karim Benhenni

Estimating the Variance of the Maximum Pseudo-Likelihood Estimator 281

Lynne Seymour

A Review of Inhomogeneous Markov Point Processes 297

Eva B. Vedel Jensen and Linda Stougaard Nielsen



Section 8. Perfect Simulation 319

Perfect Sampling for Posterior Landmark Distributions with an Application 321

to the Detection of Disease Clusters

Marc A. Loizeaux and Ian W. McKeague

A Review of Perfect Simulation in Stochastic Geometry 333

Jesper M0ller



LIST OF CONTRIBUTORS

Name Affiliations

Bantli, Faouzi El

Barndorff-Nielsen, Ole E.

Basawa, Ishwar

Benhenni, Karim

Bhansali, Rajendra

Cline, Daren B. H.

Datta, Susmita

Durairajan, T. M.

Greenwood, Priscilla

Hallin, Marc

Haydon, D. T.

Heyde, C C.

Huggins, Richard

Jensen, Eva B. Vedel

Kokoszka, Piota S.

Loesch, Danuta Z.

Loizeaux, Marc A.

McCormick, William

McKeague, Ian W.

M0ller, Jesper

M?ller, Ursula U.

Nielsen, Linda Stougaard

Park, Jeong-gun

Pu, Huay-min H.

Qian, Guoqi

Rao, B. L. S. Prakasa

Roussas, George

Schick, Anton

Seymour, Lynne

Smith, Wendy D.

Taylor, Robert L.

Wefelmeyer, Wolfgang

William, Martin L.

Universit? Libre deBruxelles, Belgium

University of Aarhus, Denmark

University of Georgia Universit? Pierre Mend?s-France

University of Liverpool, U.K.

Texas A&M University

Georgia State University

Loyola College, India

University of British Columbia & Arizona State Univer

Universit? Libre deBruxelles, Belgium Centre for Tropical Veterinary Medicine, U.K.

Columbia University & Australian National University LaTrobe University, Australia


University of Liverpool, U.K.

LaTrobe University, Australia

Florida State University

University of Georgia Florida State University

Aalborg University, Denmark

Universit?t Bremen, Germany


Harvard University Texas A&M University LaTrobe University, Australia

Indian Statistical Institute

University of California at Davis

Binghamton University

University of Georgia U.S. Census Bureau

University of Georgia

Universit?t of Siegen, Germany

Loyola College, India



Section 1. Introduction

An Overview of the Symposium on Inference for Stochastic Processes.3

I.V. Basawa, C. C. Heyde and R. L. Taylor

Shifting Paradigms in Inference.9

C. C. Heyde



Section 2: Stochastic Models: General

Modelling by Levy Processes.25

Ole E. Barndorff-Nielsen

Extreme Values for a Class of Shot-Noise Processes.33

W. P. McCormick and Lynne Seymour

Statistical Inference for Stochastic Partial Differential Equations.47 B. L. S. Prakasa Rao

Fixed Design Regression Under Association.71

George G. Roussas

Dependent Bootstrap Confidence Intervals.91

Wendy D. Smith and Robert L. Taylor

23



Section 3: Time Series

Kolmogorov-Smirnov Tests for AR Models Based on Autoregression Rank Scores.111

Faouzi El Bantli and Marc Hallin

Estimation of the Long-Memory Parameter: A Review of Recent Developments.125

and an Extension

R. J. Bhansali and P. 5. Kokoszka

Stability of Nonlinear Time Series: What Does Noise Have to Do With It?.151

Daren B, H. Cline and Huay-min H. Pu

109



Section 4: Population Genetics

Testing Neutrality of mtDNA Using Multigeneration Cytonuclear Data.173

Susmita Dotta

Inference on Random Coefficient Models for Haplotype Effects in Dynamic.185 Mutation Using MCMC

Richard M. Huggins, Guoqi Qian and Danuta ?. Loesch



Section 5: Semiparametric Inference

Semiparametric Inference for Synchronization of Population Cycles.205 P. E. Greenwood and D. T. Hay don

Plug-In Estimators in Semiparametric Stochastic Process Models.213

Ursula U. M?ller, Anton Schick and Wolfgang Wefelmeyer

203



Section 6. Estimating Functions

Nuisance Parameter Elimination and Optimal Estimating Functions.237

T. M. Durairajan and Martin L. William

Optimal Estimating Equations for Mixed Effects Models with.247

Dependent Observations

Jeong-gun Park and I. V. Basawa

235



Section 7: Spatial Models

Reconstruction of a Stationary Spatial Process from a Systematic Sampling.271

Karim Benhenni

Estimating the Variance of the Maximum Pseudo-Likelihood Estimator .281

Lynne Seymour

A Review of Inhomogeneous Markov Point Processes.297

Eva B. Wedel Jensen and Linda Stougaard Nielsen

269



Section 8. Perfect Simulation

Perfect Sampling for Posterior Landmark Distributions with an Application 321

to the Detection of Disease Clusters

Marc A. Loizeaux and Ian W. McKeague

A Review of Perfect Simulation in Stochastic Geometry 333

Jesper M0ller

319



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Selected Proceedings of the Symposium on Inference for Stochastic Processes || Front Matter

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