Описание: The book addresses the problem of calculation of d-dimensional integrals (conditional expectations) in filter problems. It develops new methods of deterministic numerical integration, which can be used to speed up and stabilize filter algorithms.
Автор: Bhar Ramaprasad Название: Stochastic Filtering With Applications In Finance ISBN: 9814304859 ISBN-13(EAN): 9789814304856 Издательство: World Scientific Publishing Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Suitable for graduate level courses on stochastic modeling, this title does not intend to give a complete mathematical treatment of different stochastic filtering approaches, but rather to describe them in simple terms and illustrate their application with real historical data for problems normally encountered in these disciplines.
Описание: Presents a unified view of filtering techniques with a focus on wavelet analysis in finance and economics. This title emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series.
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