Exponential Families of Stochastic Processes, Uwe K?chler; Michael Sorensen

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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Цена: 74970.00 T
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Описание: This definitive textbook provides a solid introduction to stochastic processes, covering both theory and applications. It is written by one of the world`s leading information theorists, evolving over twenty years of graduate classroom teaching, and is accompanied by over 300 exercises, with online solutions for instructors.

Автор: Parzen, Emanuel
Название: Stochastic processes
ISBN: 0898714419 ISBN-13(EAN): 9780898714418
Издательство: Mare Nostrum (Eurospan)
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Цена: 64370.00 T
Наличие на складе: Нет в наличии.
Описание: This introductory textbook explains how and why probability models are applied to scientific fields such as medicine, biology, physics, oceanography, economics, and psychology to solve problems about stochastic processes. It does not just show how a problem is solved but explains why by formulating questions and first steps in the solutions.

Автор: Uwe K?chler; Michael Sorensen
Название: Exponential Families of Stochastic Processes
ISBN: 1475771002 ISBN-13(EAN): 9781475771008
Издательство: Springer
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Цена: 139750.00 T
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Описание: A comprehensive account of the statistical theory of exponential families of stochastic processes. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later.

Автор: Yor Marc
Название: Exponential Functionals of Brownian Motion and Related Processes
ISBN: 3540659439 ISBN-13(EAN): 9783540659433
Издательство: Springer
Цена: 65170.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This volume collects papers about the laws of geometric Brownian motions and their time-integrals, written by the author and coauthors between 1988 and 1998. These functionals play an important role in Mathematical Finance, as well as in (probabilistic) studies related to hyperbolic geometry, and also to random media. Throughout the volume, connections with more recent studies involving exponential functionals of LГ©vy processes are indicated. Some papers originally published in French are made available in English for the first time.

Автор: Barndorff-Niels
Название: Information and Exponential Families in Statistical Theory 2e
ISBN: 111885750X ISBN-13(EAN): 9781118857502
Издательство: Wiley
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Цена: 67530.00 T
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Описание: Provides a commentary on recent financial policies covering macroeconomic perspectives, monetary-fiscal policies, external sector policies, particularly exchange rate management and gold. The collection will be of interest to the general reader with broad interest in financial policies, and also to policy-makers, opinion makers, banks and financial institutions, academics, and students of finance.

Автор: Masafumi Akahira
Название: Statistical Estimation for Truncated Exponential Families
ISBN: 9811052956 ISBN-13(EAN): 9789811052958
Издательство: Springer
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Цена: 51230.00 T
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Описание: In particular, it focuses on a truncated exponential family of distributions with a natural parameter and truncation parameter as a typical nonregular family. The emphasis is on presenting new results on the maximum likelihood estimation of a natural parameter or truncation parameter if one of them is a nuisance parameter.

Автор: W. Britton
Название: Conjugate Duality and the Exponential Fourier Spectrum
ISBN: 0387908269 ISBN-13(EAN): 9780387908267
Издательство: Springer
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Цена: 111790.00 T
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Автор: Norihiko Kazamaki
Название: Continuous Exponential Martingales and BMO
ISBN: 3540580425 ISBN-13(EAN): 9783540580423
Издательство: Springer
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Цена: 23250.00 T
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Описание: In three chapters on Exponential Martingales, BMO-martingales, and Exponential of BMO, this book explains in detail the beautiful properties of continuous exponential martingales that play an essential role in various questions concerning the absolute continuity of probability laws of stochastic processes.

Автор: Bo-Cheng Wei
Название: Exponential Family Nonlinear Models
ISBN: 9813083298 ISBN-13(EAN): 9789813083295
Издательство: Springer
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Цена: 88500.00 T
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Описание: This book gives a comprehensive introduction to exponential family nonlinear models, which are the natural extension of generalized linear models and normal nonlinear regression models. The differential geometric framework is presented for these models and the geometric methods are widely used in this book.

Автор: M. Stein; I. Olkin; T. A. Azlarov; N. A. Volodin
Название: Characterization Problems Associated with the Exponential Distribution
ISBN: 146129374X ISBN-13(EAN): 9781461293743
Издательство: Springer
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Цена: 97820.00 T
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Описание: Problems of calculating the reliability of instruments and systems and the development of measures to increase efficiency and reduce operational costs confronted physicists and mathe- maticians at the end of the `40`s and the beginning of the `50`s in connection with the unrelia- bility of electro-vacuum instruments used in aviation.

Автор: Hyndman
Название: Forecasting with Exponential Smoothing
ISBN: 3540719164 ISBN-13(EAN): 9783540719168
Издательство: Springer
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Цена: 93160.00 T
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Описание: However, a modeling framework incorporating stochastic models, likelihood calculation, prediction intervals and procedures for model selection, was not developed until recently. More advanced topics are covered in Part 3, including the mathematical properties of the models and extensions of the models for specific problems.

Автор: Langtangen, Hans Petter
Название: Finite difference computing with exponential decay models
ISBN: 3319294385 ISBN-13(EAN): 9783319294384
Издательство: Springer
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Цена: 46570.00 T
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Описание: This text provides a very simple, initial introduction to the complete scientific computing pipeline: models, discretization, algorithms, programming, verification, and visualization.