Probability Theory and Statistical Inference
by Aris Spanos, (1999)

Publisher: Cambridge University Press
ISBN: 0-521-42408-9
Pages: 844 pages
Price: £40.00+ p&p

Contents

Table of Contents
Book Order Form

Table of Contents

Preface

1. An Introduction to Empirical Modelling

2. Probability Theory: a Modelling Framework

3. The Notion of a Probability Model

4. The Notion of a Random Sample

5. Theoretical Concepts and Real Data

6. The Notion of a Non-Random Sample

7. Regression and Related Notions

8. Stochastic Processes

9. Limit Theorems

10. From Probability Theory to Statistical Inference

11. An Introduction to Statistical Inference

12. Estimation I: Properties of Estimators

13. Estimation II: Methods of Estimation

14. Hypothesis Testing

15. Misspecification Testing

References

16. Index