Estimation of Stochastic Processes with Missing Observations, Mikhail Moklyachuk, Maria Sidei, Oleksandr Masyutka
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Автор: Doob J.l. Название: Stochastic processes ISBN: 0471523690 ISBN-13(EAN): 9780471523697 Издательство: Wiley Рейтинг: Цена: 19398.00 р. 27712.00-30% Наличие на складе: Есть (1 шт.) Описание: A systematic account of the development of stochastic processes over the last 20 years. A supplement contained within the text includes a treatment of the various aspects of measure theory. There is also a chapter on the specialized problem of prediction theory.
Описание: Provides an introduction to probability theory and its applications.
Автор: Jaya P. N. Bishwal Название: Parameter Estimation in Stochastic Differential Equations ISBN: 3540744479 ISBN-13(EAN): 9783540744474 Издательство: Springer Рейтинг: Цена: 6282.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods.
Автор: Wolfgang Paul; J?rg Baschnagel Название: Stochastic Processes; From Physics to Finance ISBN: 3319003267 ISBN-13(EAN): 9783319003269 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book introduces the theory of stochastic processes with applications taken from physics and finance. It includes a discussion of extreme events, ranging from their mathematical definition to their importance for financial crashes.
Описание: This volume contains a collection of survey papers in the areas of modelling, estimation and adaptive control of stochastic systems. It provides information on recent research and describes efforts to develop a systematic theory of identification and adaptive control.
Автор: Pao-Liu Chow; Boris S. Mordukhovich; G. George Yin Название: Topics in Stochastic Analysis and Nonparametric Estimation ISBN: 1441925813 ISBN-13(EAN): 9781441925817 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held.
Автор: Werner Schiehlen; Walter Wedig Название: Analysis and Estimation of Stochastic Mechanical Systems ISBN: 3211820582 ISBN-13(EAN): 9783211820582 Издательство: Springer Рейтинг: Цена: 12157.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The main aspects of the course are random vibrations of discrete and continuous systems, analysis of nonlinear and parametric systems, stochastic modelling of fatigue damage, parameter estimation and identification with applications to vehicle road systems and process simulations by means of autoregressive models.
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