Asymptotic Theory of Nonlinear Regression, A.A. Ivanov

Автор: Kabanov Yuri, Pergamenshchikov Sergei
Название: Two-Scale Stochastic Systems / Asymptotic Analysis and Control
ISBN: 3540653325 ISBN-13(EAN): 9783540653325
Издательство: Springer
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Цена: 13974.00 р.
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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.

Автор: Dasgupta, Anirban
Название: Asymptotic theory of statistics and probability
ISBN: 0387759700 ISBN-13(EAN): 9780387759708
Издательство: Springer
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Цена: 13974.00 р.
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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: Emmanuel Rio
Название: Asymptotic Theory of Weakly Dependent Random Processes
ISBN: 3662543222 ISBN-13(EAN): 9783662543221
Издательство: Springer
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Цена: 15372.00 р.
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Описание:

Ces notes sont consacr es aux in galit s et aux th or mes limites classiques pour les suites de variables al atoires absolument r guli res ou fortement m langeantes au sens de Rosenblatt. Le but poursuivi est de donner des outils techniques pour l' tude des processus faiblement d pendants aux statisticiens ou aux probabilistes travaillant sur ces processus.

Автор: Anirban DasGupta
Название: Asymptotic Theory of Statistics and Probability
ISBN: 1461498848 ISBN-13(EAN): 9781461498841
Издательство: Springer
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Цена: 12577.00 р.
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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: H. J. Bierens
Название: Robust Methods and Asymptotic Theory in Nonlinear Econometrics
ISBN: 3540108386 ISBN-13(EAN): 9783540108382
Издательство: Springer
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Цена: 15372.00 р.
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Автор: Masanobu Taniguchi
Название: Higher Order Asymptotic Theory for Time Series Analysis
ISBN: 0387975462 ISBN-13(EAN): 9780387975467
Издательство: Springer
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Цена: 16070.00 р.
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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.

Автор: Lucien Le Cam
Название: Asymptotic Methods in Statistical Decision Theory
ISBN: 1461293693 ISBN-13(EAN): 9781461293699
Издательство: Springer
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Цена: 33401.00 р.
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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
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Цена: 20962.00 р.
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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.