To protect confidentiality, statistical agencies typically alter data before releasing them to the public. Ideally, although generally not done, the agency also provides a way for secondary data analysts to assess the quality of inferences obtained with the released data. Quality measures can...

Given a Markov process with state space {0, 1} we treat parameter estimation of the transition intensities and state estimation of unobserved portions of the sample path, based on various partial observations of the process. Parameter estimators are devised and shown to be consistent and...

Let M be a Poisson random measure on [0, [infinity]) and let {X(t): t[epsilon][0,[infinity])} be an alternating renewal process induced by the probability measures [eta] and [mu];i.e., X alternates between the states 1 and 0 with independent sojourns, those in 1 having distribution [eta] and...

Given i.i.d. point processes N1, N2,..., let the observations be p-thinnings N'1, N'2,..., where p is a function from the underlying space E (a compact metric space) to [0, 1], whose interpretation is that a point of Ni at x is retained with probability p(x) and deleted with probability 1-p(x)....

Laws of large numbers, central limit theorems, and laws of the iterated logarithm are obtained for discrete and continuous time Markov processes whose state space is a set of measures. These results apply to each measure-valued stochastic process itself and not simply to its real-valued functionals.