Stochastic processes statistical methods (42 resultados)

hardcover. Condición: Good. Hardback. No dust jacket. Cover edges and corners in good shape. Spine is tight. Pages are clean with some underlining in Preface, Ships from Friends bookstore to benefit Beaverton (Oregon) library.

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hardcover. Condición: Very Good. Pages are crisp and clean, no marking. Cover is verygood. Binding is tight/good.

HRD. Condición: New. New Book. Shipped from UK. Established seller since 2000.

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Hardback. Condición: New. The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. Chapter 1 gives the general basic notions and results of the theory under consideration.Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of asymptotic distinguishability between families of hypotheses are introduced. The types are characterized in terms of likelihood ratio, Hellinger integral of order $\epsilon$, Kakutani-Hellinger distance, and the distance in variation between hypothetical measures, etc. The results in Chapter 2 are used in Chapter 3 in statistical experiments generated by observations of semimartingales. Chapter 4 applies the general limit theorems on asymptotic properties of maximum likelihood and Bayes estimates obtained by Ibragimov and Has'minskii for observations of an arbitrary nature to observations of semimartingales.In Chapter 5, an unknown parameter is assumed to be random, and under this condition, certain information-theoretic problems of estimation of parameters are considered. This English edition includes an extensive list of references and revised bibliographical notes.…

Hardcover. Condición: Brand New. 1st edition. 216 pages. 10.50x7.25x0.75 inches. In Stock.

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Condición: New. Describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. This English edition includes an extensive list of references and revised bibliographical notes. Series: Translations of Mathematical Monographs Reprint. Num Pages: 216 pages, illustrations. BIC Classification: PBT; PBWL; TBC; TBJ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 267 x 184. Weight in Grams: 637. . 2000. Hardback. . . . .…

Condición: New. Describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. This English edition includes an extensive list of references and revised bibliographical notes. Series: Translations of Mathematical Monographs Reprint. Num Pages: 216 pages, illustrations. BIC Classification: PBT; PBWL; TBC; TBJ. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 267 x 184. Weight in Grams: 637. . 2000. Hardback. . . . . Books ship from the US and Ireland.…

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Condición: Hervorragend. Zustand: Hervorragend | Seiten: 936 | Sprache: Englisch | Produktart: Bücher | The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications.The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.…

Condición: new.

Condición: New. In English.

Hardback. Condición: New. The asymptotic properties of the likelihood ratio play an important part in solving problems in statistics for various schemes of observations. In this book, the author describes the asymptotic methods for parameter estimation and hypothesis testing based on asymptotic properties of the likelihood ratios in the case where an observed stochastic process is a semimartingale. Chapter 1 gives the general basic notions and results of the theory under consideration.Chapters 2 and 3 are devoted to the problem of distinguishing between two simple statistical hypotheses. In Chapter 2, certain types of asymptotic distinguishability between families of hypotheses are introduced. The types are characterized in terms of likelihood ratio, Hellinger integral of order $\epsilon$, Kakutani-Hellinger distance, and the distance in variation between hypothetical measures, etc. The results in Chapter 2 are used in Chapter 3 in statistical experiments generated by observations of semimartingales. Chapter 4 applies the general limit theorems on asymptotic properties of maximum likelihood and Bayes estimates obtained by Ibragimov and Has'minskii for observations of an arbitrary nature to observations of semimartingales.In Chapter 5, an unknown parameter is assumed to be random, and under this condition, certain information-theoretic problems of estimation of parameters are considered. This English edition includes an extensive list of references and revised bibliographical notes.…

hardcover. Condición: Good. Good. Dust Jacket NOT present. CD WILL BE MISSING. . SHIPS FROM MULTIPLE LOCATIONS. book.

Condición: new.

Condición: New.

Condición: As New. Unread book in perfect condition.

Condición: New.

Condición: New.

Condición: New.

Condición: New. In English.

Condición: As New. Unread book in perfect condition.

Hardcover. Condición: new. Hardcover. The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Vaesteras, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications.The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings. The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Vaesteras, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.…

Taschenbuch. Condición: Neu. Stochastic Processes, Statistical Methods, and Engineering Mathematics | SPAS 2019, Västerås, Sweden, September 30-October 2 | Anatoliy Malyarenko (u. a.) | Taschenbuch | Springer Proceedings in Mathematics & Statistics | xix | Englisch | 2024 | Springer | EAN 9783031178221 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.…

Paperback. Condición: New. 2022 ed. The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications.The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.…

Paperback. Condición: New. 2022 ed. The goal of the 2019 conference on Stochastic Processes and Algebraic Structures held in SPAS2019, Västerås, Sweden, from September 30th to October 2nd 2019, was to showcase the frontiers of research in several important areas of mathematics, mathematical statistics, and its applications. The conference was organized around the following topics1. Stochastic processes and modern statistical methods,2. Engineering mathematics,3. Algebraic structures and their applications.The conference brought together a select group of scientists, researchers, and practitioners from the industry who are actively contributing to the theory and applications of stochastic, and algebraic structures, methods, and models. The conference provided early stage researchers with the opportunity to learn from leaders in the field, to present their research, as well as to establish valuable research contacts in order to initiate collaborations in Sweden and abroad. New methods for pricing sophisticated financial derivatives, limit theorems for stochastic processes, advanced methods for statistical analysis of financial data, and modern computational methods in various areas of applied science can be found in this book. The principal reason for the growing interest in these questions comes from the fact that we are living in an extremely rapidly changing and challenging environment. This requires the quick introduction of new methods, coming from different areas of applied science. Advanced concepts in the book are illustrated in simple form with the help of tables and figures. Most of the papers are self-contained, and thus ideally suitable for self-study. Solutions to sophisticated problems located at the intersection of various theoretical and applied areas of the natural sciences are presented in these proceedings.…