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VOLUME 80 Titles in This Series Statistical Inference from Stochastic Processes Proceedings of a Summer Research Conference held August 9-15,1987 AMERICAN MATHEMATICAL SOCIETY VOLUME 80 Titles in This Series http://dx.doi.org/10.1090/conm/080 Volume 1 Markov random fields and their 18· Fixed points and nonexpansive applications. Ross Kindermann and mappings. Robert C. Sine, Editor J. Laurie Snell 19 Proceedings of the Northwestern 2 Proceedings of the conference homotopy theory conference, on integration. topology, and Haynes R. Miller and Stewart B. geometry in linear spaces, Priddy, Editors William H. Graves, Editor 20 Low dimensional topology, 3 The closed graph and P-closed Samuel J. Lomonaco, Jr., Editor graph properties in general 21 Topological methods in nonlinear topology, T. R. Hamlett and functional analysis, S. P. Singh, l. l. Herrington S. Thomeier, and B. Watson, Editors 4 Problems of elastic stability and 22 Factorizations of b" ± 1. b = vibrations, Vadim Komkov, Editor 2, 3, 5, 6, 7,10. 5 Rational constructions of 11, 12 up to high powers. modules for simple Lie algebras. John Brillhart, D. H. Lehmer, George B. Seligman J. l. Selfridge, Bryant Tuckerman, and 6 Umbral calculus and Hopf algebras, S. S. Wagstaff. Jr. Robert Morris, Editor 23 Chapter 9 of Ramanujan's second 7 Complex contour integral notebook-Infinite series identities, representation of cardinal spline transformations. and evaluations, functions. Walter Schempp Bruce C. Berndt and Padmini T. Joshi 8 Ordered fields and real algebraic 24 Central extensions, Galois groups, geometry, D. W. Dubois and and ideal class groups of number T. Recio, Editors fields, A. Frohlich 9 Papers in algebra, analysis and 25 Value distribution theory and its statistics. R. lidl, Editor applications, Chung-Chun Yang, 10 Operator algebras and K-theory, Editor Ronald G. Douglas and Claude 26 Conference in modern analysis Schochet, Editors and probability, Richard Beals, 11 Plane ellipticity and related Anatole Beck, Alexandra Bellow, and problems, Robert P. Gilbert, Editor Arshag Hajian, Editors 12 Symposium on algebraic topology in 27 Microlocal analysis. M. Salah honor of Jos~ Adem, Samuel Gitler, Baouendi, Richard Beals, and Editor linda Preiss Rothschild, Editors 13 Algebraists' homage: Papers in 28 Fluids and plasmas: geometry and ring theory and related topics. dynamics, Jerrold E. Marsden, Editor S. A. Amitsur, D. J. Saltman, and 29 Automated theorem proving, G. B. Seligman, Editors W. W. Bledsoe and Donald loveland, 14 lectures on Nielsen fixed point Editors theory, Boju Jiang 30 Mathematical applications of 15 Advanced analytic number theory. category theory, J. W. Gray, Editor Part 1: Ramification theoretic 31 Axiomatic set theory, James E. methods, Carlos J. Moreno Baumgartner, Donald A. Martin, and 16 Complex representations of Saharan Shelah, Editors GL(2, K) for finite fields K. 32 Proceedings of the conference llya Piatetski-Shapiro on Banach algebras and several 17 Nonlinear partial differential complex variables, F. Greenleaf and equations, Joel A. Smoller, Editor D. Gulick, Editors Titles in This Series Volume 33 Contributions to group theory, 50 Random matrices and their Kenneth I. Appel, John G. Ratcliffe. applications, Joel E. Cohen. Harry and Paul E. Schupp, Editors Kesten, and Charles M. Newman, 34 Combinatorics and algebra, Editors Curtis Greene. Editor 51 Nonlinear problems in geometry, 35 Four-manifold theory, Cameron Dennis M. DeTurck, Editor Gordon and Robion Kirby, Editors 52 Geometry of normed linear 36 Group actions on manifolds, spaces, R. G. Bartle, N. T. Peck. Reinhard Schultz. Editor A. L. Peressini, and J. J. Uhl, Editors 37 Conference on algebraic topology 53 The Selberg trace formula and in honor of Peter Hilton, related topics, Dennis A. Hejhal, Renzo Piccinini and Denis Sjerve. Peter Sarnak, and Audrey Anne Terras, Editors Editors 38 Topics in complex analysis, 54 Differential analysis and Dorothy Browne Shaffer. Editor infinite dimensional spaces, Kondagunta Sundaresan and 39 Errett Bishop: Reflections Srinivasa Swaminathan, Editors on him and his research, Murray Rosenblatt. Editor 55 Applications of algebraic K-theory to algebraic geometry and 40 Integral bases for affine Lie algebras number theory, Spencer J. Bloch, and their universal enveloping R. Keith Dennis, Eric M. Friedlander, algebras, David Mitzman and Michael R. Stein, Editors 41 Particle systems, random 56 Multiparameter bifurcation theory, media and large deviations. Martin Golubitsky and John Richard Durrett, Editor Guckenheimer. Editors 42 Classical real analysis, Daniel 57 Combinatorics and ordered sets. Waterman. Editor Ivan Rival, Editor 43 Group actions on rings, Susan 58.1 The Lefschetz centennial Montgomery, Editor conference. Part 1: Proceedings 44 Combinatorial methods in on algebraic geometry, topology and algebraic geometry, D. Sundararaman, Editor John R. Harper and Richard 58.11 The Lefschetz centennial Mandelbaum. Editors conference. Part II: Proceedings o 45 Finite groups-coming of age, algebraic topology, S. Gitler. Edito John McKay, Editor 58.111 The Lefschetz centennial 46 Structure of the standard modules conference. Part Ill: Proceedings for the affine Lie algebra A11). on differential equations, James Lepowsky and Mirko Prime A. Verjovsky, Editor 47 Linear algebra and its role in 59 Function estimates, J. S. Marron, systems theory, Richard A. Brualdi, Editor David H. Carlson. Biswa Nath Datta, 60 Nonstrictly hyperbolic conservati Charles R. Johnson. and Robert J. laws. Barbara Lee Keyfitz and Plemmons. Editors Herbert C. Kranzer, Editors 48 Analytic functions of one complex 61 Residues and traces of differenti variable. Chung-chun Yang and forms via Hochschild homology, Chi-tai Chuang, Editors Joseph Lipman 49 Complex differential geometry and 62 Operator algebras and mathema nonlinear differential equations, physics, Palle E. T. Jorgensen an Yum-Tong Siu, Editor Paul S. Muhly, Editors Titles in This Series Volume 63 Integral geometry, Robert L. Bryant. 72 Fixed point theory and its Victor Guillemin, Sigurdur Helgason, applications. R. F. Brown. Editor and R. 0. Wells. Jr .. Editors 73 Geometry of random motion. 64 The legacy of Sonya Kovalevskaya. Rick Durrett and Mark A. Pinsky, Linda Keen. Editor Editors 65 Logic and combinatorics. 74 Geometry of group representations. Stephen G. Simpson, Editor William M. Goldman and Andy R. 66 Free group rings. Narian Gupta Magid, Editors 67 Current trends in arithmetical 75 The finite calculus associated algebraic geometry, Kenneth A. with Bessel functions. Frank M. Ribet, Editor Cholewinski 68 Differential geometry: The 76 The structure of finite algebras. interface between pure and applied David C. Hobby and Ralph Mckenzie mathematics. Mladen Luksic. 77 Number theory and its applications Clyde Martin, and William Shadwick, in China, Wang Yuan, Yang Editors Chung-chun, and Pan Cheng-biao. 69 Methods and applications of Editors mathematical logic, Walter A. 78 Braids. Joan S. Birman and Anatoly Carnielli and Luiz Paulo de Alcantara. Libgober. Editors Editors 79 Regular differential forms. 70 Index theory of elliptic operators. Ernst Kunz and Rolf Waldi foliations. and operator algebras. 80 Statistical inference from stochastic Jerome Kaminker. Kenneth C. Millett, processes. N. U. Prabhu, Editor and Claude Schochet, Editors 71 Mathematics and general relativity, James A. Isenberg, Editor Statistical Inference from Stochastic Processes COnTEMPORARY IYIATHEIYIATICS Volume SO Statistical Inference from Stochastic Processes Proceedings of the AMS-IMS-BIAM Joint Summer Research Conference held August 9-151 1987 with support from the National Science Foundation and the Army Research Office N. U. Prabhu1 Editor AMERICAn MATHEMATICAL SOCIETY Providence • RhOde Island EDITORIAL BOARD Irwin Kra, managing editor M. Salah Baouendi William H. Jaco Daniel M. Burns Gerald J. Janusz David Eisenbud Jan Mycielski Jonathan Goodman The AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Statistical Inference from Stochastic Processes was held at Cornell Univeristy. Ithaca. New York on August 9-15. 1987. with support from the National Science Foundation, Grant DMS-8613199 and the Army Research Office under Army Contract DAAG29-85-C-008. 1980 Mathematics Subject Classification (1985 Revision). Primary 60G44. 60G55. 60G57. 62P10, 62M10. Library of Congress Cataloging-In-Publication Data AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences on Statistical Inference from Stochastic Processes (1987: Cornell University) Statistical inference from stochastic processes: proceedings of the AMS-IMS-SIAM joint summer research conference held August 9-15, 1987, with support from the National Science Foundation and the Army Research Office/N.U. Prabhu, editor. p. em. -(Contemporary mathematics. ISSN 0271-4132; v. 80) Bibliography: p. ISBN Q-8218-5087-3 (alk. paper) 1. Stochastic processes-Congresses. 2. Mathematical statistics-Congresses. I. Prabhu, N. U. (Narahari Umanath). 1924-. II. American Mathematical Society. Ill. Institute of Mathematical Statistics. IV. Society for Industrial and Applied Mathematics. V. Title. VI. Series: Contemporary mathematics (American Mathematical Society); v. 80. QA274.A1A47 1987 88-31369 519.2-dc 19 CIP Copyright @1988 by the American Mathematical Society. All rights reserved. The American Mathematical Society retains all rights except those granted to the United States Government. Printed in the United States of America. Information on Copying and Reprinting can be found at the back
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