Автор: Hyndman Название: Forecasting with Exponential Smoothing ISBN: 3540719164 ISBN-13(EAN): 9783540719168 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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: W. Britton Название: Conjugate Duality and the Exponential Fourier Spectrum ISBN: 0387908269 ISBN-13(EAN): 9780387908267 Издательство: Springer Рейтинг: Цена: 16769.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Norihiko Kazamaki Название: Continuous Exponential Martingales and BMO ISBN: 3540580425 ISBN-13(EAN): 9783540580423 Издательство: Springer Рейтинг: Цена: 3487.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Sergei A. Avdonin , Sergei A. Ivanov Название: Families of Exponentials ISBN: 0521452430 ISBN-13(EAN): 9780521452434 Издательство: Cambridge Academ Рейтинг: Цена: 18216.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book presents the newly developed theory of non-harmonic Fourier series and its applications to the control of distributed parameter systems. The modern theory of exponentials and the method of moments are the primary tools used. Applications to various types of control problems are discussed.
Автор: Juan I. Yuz; Graham C. Goodwin Название: Sampled-Data Models for Linear and Nonlinear Systems ISBN: 1447169972 ISBN-13(EAN): 9781447169970 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this book, rather than emphasize differences between sampled-data and continuous-time systems, the authors proceed from the premise that, with modern sampling rates as high as they are, it is more appropriate to emphasise connections and similarities.
Автор: Juan I. Yuz; Graham C. Goodwin Название: Sampled-Data Models for Linear and Nonlinear Systems ISBN: 1447155610 ISBN-13(EAN): 9781447155614 Издательство: Springer Рейтинг: Цена: 18284.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: In this book, rather than emphasize differences between sampled-data and continuous-time systems, the authors proceed from the premise that, with modern sampling rates as high as they are, it is more appropriate to emphasise connections and similarities.
Автор: Masafumi Akahira Название: Statistical Estimation for Truncated Exponential Families ISBN: 9811052956 ISBN-13(EAN): 9789811052958 Издательство: Springer Рейтинг: Цена: 7685.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: Bladt, Mogens Nielsen, Bo Friis Название: Matrix-exponential distributions in applied probability ISBN: 149397047X ISBN-13(EAN): 9781493970476 Издательство: Springer Рейтинг: Цена: 12577.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
This book contains an in-depth treatment of matrix-exponential (ME) distributions and their sub-class of phase-type (PH) distributions. Loosely speaking, an ME distribution is obtained through replacing the intensity parameter in an exponential distribution by a matrix. The ME distributions can also be identified as the class of non-negative distributions with rational Laplace transforms. If the matrix has the structure of a sub-intensity matrix for a Markov jump process we obtain a PH distribution which allows for nice probabilistic interpretations facilitating the derivation of exact solutions and closed form formulas.
The full potential of ME and PH unfolds in their use in stochastic modelling. Several chapters on generic applications, like renewal theory, random walks and regenerative processes, are included together with some specific examples from queueing theory and insurance risk. We emphasize our intention towards applications by including an extensive treatment on statistical methods for PH distributions and related processes that will allow practitioners to calibrate models to real data.
Aimed as a textbook for graduate students in applied probability and statistics, the book provides all the necessary background on Poisson processes, Markov chains, jump processes, martingales and re-generative methods. It is our hope that the provided background may encourage researchers and practitioners from other fields, like biology, genetics and medicine, who wish to become acquainted with the matrix-exponential method and its applications.
Автор: Uwe K?chler; Michael Sorensen Название: Exponential Families of Stochastic Processes ISBN: 038794981X ISBN-13(EAN): 9780387949819 Издательство: Springer Рейтинг: Цена: 23058.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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: 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 Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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.
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