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.
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: N. Balakrishnan; I.A.V.B. Ibragimov; V.B. Nevzorov Название: Asymptotic Methods in Probability and Statistics with Applications ISBN: 0817642145 ISBN-13(EAN): 9780817642143 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches.
Автор: N. Balakrishnan; I.A.V.B. Ibragimov; V.B. Nevzorov Название: Asymptotic Methods in Probability and Statistics with Applications ISBN: 1461266637 ISBN-13(EAN): 9781461266631 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The conference was organized jointly by St. Petersburg State University, St. Petersburg branch of Mathematical Institute, and the Euler Institute, and was partially sponsored by the Russian Foundation of Basic Researches.
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: Manfred Denker; Rabi Bhattacharya Название: Asymptotic Statistics ISBN: 3764322829 ISBN-13(EAN): 9783764322823 Издательство: Springer Рейтинг: Цена: 4191.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: These notes are based on lectures presented during the seminar on " Asymptotic Statistics" held at SchloB Reisensburg, Gunzburg, May 29-June 5, 1988. They consist of two parts, the theory of asymptotic expansions in statistics and probabilistic aspects of the asymptotic distribution theory in nonparametric statistics. Our intention is to provide a comprehensive presentation of these two subjects, leading from elementary facts to the advanced theory and recent results. Prospects for further research are also included. We would like to thank all participants for their stimulating discussions and their interest in the subjects, which made lecturing very pleasant. Special thanks are due H. Zimmer for her excellent typing. We would also like to take this opportunity to to express our thanks to the Gesellschaft fur mathematische Forschung and to the Deutsche Mathematiker Vereinigung, especially to Professor G. Fischer, for the opportunity to present these lectures and to the Birkhauser Verlag for the publication of these lecture notes. R. Bhattacharya, M. Denker Part I: Asymptotic Expansions in Statistics Rabi Bhattacharya 11 1. CRAMER-EDGEWORTH EXPANSIONS Let Q be a probability measure on (IRk, B"), B" denoting the Borel sigmafield on IR". Assume that the s - th absolute moment of Q is finite, (1.1) P.: = J II x lis Q(dx)
Автор: Petr Mandl; Marie Huskova Название: Asymptotic Statistics ISBN: 3790807702 ISBN-13(EAN): 9783790807707 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covering a wide range of topics in the field, this volume explores research in the detection of systematic changes, series of observation, robust regression analysis, numerical empirical processes and the related areas of actuarial sciences and mathematical programming.
Автор: Helmut Rieder Название: Robust Asymptotic Statistics ISBN: 1468406264 ISBN-13(EAN): 9781468406269 Издательство: Springer Рейтинг: Цена: 15372.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 1 To the king, my lord, from your servant Balasi : 2 ... Maybe the scribe who reads to the king did not understand . Functionals extend the parameter of the assumed ideal center model to neighborhoods of this model that contain the actual distri- bution.
Автор: Nicolay, David Название: Asymptotic Chaos Expansions in Finance ISBN: 1447165055 ISBN-13(EAN): 9781447165057 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Stochastic instantaneous volatility models such as Heston, SABR or SV-LMM have mostly been developed to control the shape and joint dynamics of the implied volatility surface.
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