Inference for Diffusion Processes, Christiane Fuchs

Автор: Gallager
Название: Stochastic Processes
ISBN: 1107039754 ISBN-13(EAN): 9781107039759
Издательство: Cambridge Academ
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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: Michael R. Kosorok
Название: Introduction to Empirical Processes and Semiparametric Inference
ISBN: 1441925783 ISBN-13(EAN): 9781441925787
Издательство: Springer
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Описание: Kosorok`s brilliant text provides a self-contained introduction to empirical processes and semiparametric inference. These powerful research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties of such methods.

Автор: Merkel H. Jacobs
Название: Diffusion Processes
ISBN: 3642864163 ISBN-13(EAN): 9783642864162
Издательство: Springer
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Автор: Stefano M. Iacus; Nakahiro Yoshida
Название: Simulation and Inference for Stochastic Processes with YUIMA
ISBN: 3319555677 ISBN-13(EAN): 9783319555676
Издательство: Springer
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Цена: 6986.00 р.
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Описание: The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Levy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes.

Автор: Malempati M. Rao
Название: Stochastic Processes - Inference Theory
ISBN: 3319121715 ISBN-13(EAN): 9783319121710
Издательство: Springer
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Описание: This is the revised and enlarged 2nd edition of the authors` original text, which was intended to be a modest complement to Grenander`s fundamental memoir on stochastic processes and related inference theory.

Автор: Yury A. Kutoyants
Название: Statistical Inference for Ergodic Diffusion Processes
ISBN: 184996906X ISBN-13(EAN): 9781849969062
Издательство: Springer
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Цена: 21661.00 р.
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Описание: The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.

Автор: Koralov
Название: Theory of Probability and Random Processes
ISBN: 3540254846 ISBN-13(EAN): 9783540254843
Издательство: Springer
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Описание: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of the content of this bookIt is structured in two parts: the first part providing a detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. The second part includes the theory of stationary random processes, martingales, generalized random processes, Brownian motion, stochastic integrals, and stochastic differential equations. One section is devoted to the theory of Gibbs random fields.This material is essential to many undergraduate and graduate courses. The book can also serve as a reference for scientists using modern probability theory in their research.