Asymptotic Theory of Weakly Dependent Random Processes, Emmanuel Rio
Автор: Kabanov Yuri, Pergamenshchikov Sergei Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control ISBN: 3540653325 ISBN-13(EAN): 9783540653325 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Two-scale systems described by singularly perturbed SDEs have been the subject of ample literature. However, this new monograph develops subjects that were rarely addressed and could be given the collective description "Stochastic Tikhonov-Levinson theory and its applications." The book provides a mathematical apparatus designed to analyze the dynamic behaviour of a randomly perturbed system with fast and slow variables. In contrast to the deterministic Tikhonov-Levinson theory, the basic model is described in a more realistic way by stochastic differential equations. This leads to a number of new theoretical questions but simultaneously allows us to treat in a unified way a surprisingly wide spectrum of applications like fast modulations, approximate filtering, and stochastic approximation.
Описание: Mason initiated their collaboration on the topics of this book while attending the CBMS-NSF Regional Confer- ence at Texas A & M University in 1981. 2 of Technical Report Series of the Laboratory for Research in Statistics and Probability of Carleton University and University of Ottawa, 1983.
Автор: Murray Rosenblatt Название: Markov Processes, Structure and Asymptotic Behavior ISBN: 3642652409 ISBN-13(EAN): 9783642652400 Издательство: Springer Рейтинг: Цена: 13275.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes.
Автор: Vladimir V. Sychev , Anatoly I. Ruban , Victor V. Название: Asymptotic Theory of Separated Flows ISBN: 0521455308 ISBN-13(EAN): 9780521455305 Издательство: Cambridge Academ Рейтинг: Цена: 17424.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The most fruitful of the asymptotic methods used for problems of boundary-layer separation from a rigid body surface has been the method of matched asymptotic expansions. This book will present the asymptotic theory of separated flows in a systematic account.
Автор: Dasgupta, Anirban Название: Asymptotic theory of statistics and probability ISBN: 0387759700 ISBN-13(EAN): 9780387759708 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools.
Автор: Anirban DasGupta Название: Asymptotic Theory of Statistics and Probability ISBN: 1461498848 ISBN-13(EAN): 9781461498841 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This unique book delivers an encyclopedic treatment of classic as well as contemporary large sample theory, dealing with both statistical problems and probabilistic issues and tools.
Автор: A.A. Ivanov Название: Asymptotic Theory of Nonlinear Regression ISBN: 0792343352 ISBN-13(EAN): 9780792343356 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents mathematical results in asymptotic theory on nonlinear regression on the basis of various asymptotic expansions of least squares, its characteristics, and its distribution functions of functionals of Least Squares Estimator. This title indicates conditions for Least Moduli Estimator asymptotic normality.
Автор: J. Pfanzagl; W. Wefelmeyer Название: Contributions to a General Asymptotic Statistical Theory ISBN: 0387907769 ISBN-13(EAN): 9780387907765 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The aso theory developed in Chapters 8 - 12 presumes that the tan- gent cones are linear spaces. In the present chapter we collect a few natural examples where the tangent cone fails to be a linear space. These examples are to remind the reader that an extension of the theo- ry to convex tangent cones is wanted. Since the results are not needed in the rest of the book, we are more generous ab out regularity condi- tions. The common feature of the examples is the following: Given a pre- order (i.e., a reflexive and transitive order relation) on a family of p-measures, and a subfamily i of order equivalent p-measures, the fa- mily consists of p-measures comparable with the elements of i. This usually leads to a (convex) tangent cone 1f only p-measures larger (or smaller) than those in i are considered, or to a tangent co ne con- sisting of a convex cone and its reflexion about 0 if both smaller and larger p-measures are allowed. For partial orders (i.e., antisymmetric pre-orders), ireduces to a single p-measure. we do not assume the p-measures in to be pairwise comparable.
Автор: Lucien Le Cam Название: Asymptotic Methods in Statistical Decision Theory ISBN: 1461293693 ISBN-13(EAN): 9781461293699 Издательство: Springer Рейтинг: Цена: 33401.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Otherwise the reader is expected to possess some mathematical maturity, but not really a great deal of detailed mathematical knowledge. An "experiment" is a mathe- matical abstraction intended to describe the basic features of an observational process if that process is contemplated in advance of its implementation.
Автор: Masanobu Taniguchi; Yoshihide Kakizawa Название: Asymptotic Theory of Statistical Inference for Time Series ISBN: 1461270286 ISBN-13(EAN): 9781461270287 Издательство: Springer Рейтинг: Цена: 20962.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The primary aim of this book is to provide modern statistical techniques and theory for stochastic processes. A wide variety of stochastic processes, including non-Gaussian linear processes, long-memory processes, nonlinear processes, non-ergodic processes and diffusion processes are described.
Автор: Masanobu Taniguchi Название: Higher Order Asymptotic Theory for Time Series Analysis ISBN: 0387975462 ISBN-13(EAN): 9780387975467 Издательство: Springer Рейтинг: Цена: 16070.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: I received a lot of impact from multivariate analysis, and applied many multivariate methods to the higher order asymptotic theory of vector time series. When I was a student of Osaka University I learned multivariate analysis and time series analysis from Professors Masashi Okamoto and T.
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