Change-Point Analysis in Nonstationary Stochastic Models, Brodsky, Boris

Автор: Tanokura, Yoko Kitagawa, Genshiro
Название: Indexation and causation of financial markets
ISBN: 4431552758 ISBN-13(EAN): 9784431552758
Издательство: Springer
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Описание: ГЇВїВЅ This book presents a new statistical method of constructing a price index of a financial asset where the price distributions are skewed and heavy-tailed and investigates the effectiveness of the method. This book first develops an index construction method depending on the price distributions, by using nonstationary time series analysis.

Автор: Gy?rgy Terdik
Название: Bilinear Stochastic Models and Related Problems of Nonlinear Time Series Analysis
ISBN: 0387988726 ISBN-13(EAN): 9780387988726
Издательство: Springer
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Цена: 14673.00 р.
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Описание: The first two chapters are devoted to the basic theory of nonlinear functions of stationary Gaussian processes, Hermite polynomials, cumulants and higher order spectra, multiple Wiener-Ito integrals and finally chaotic Wiener-Ito spectral representation of subordinated processes.

Автор: Chirikjian, Gregory S.
Название: Stochastic models, information theory, and lie groups, volume 1
ISBN: 081764802X ISBN-13(EAN): 9780817648022
Издательство: Springer
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Описание: This unique two-volume set presents the subjects of stochastic processes, information theory, and Lie groups in a unified setting, thereby building bridges between fields that are rarely studied by the same people.

Автор: Piero Barone; Arnoldo Frigessi; Mauro Piccioni
Название: Stochastic Models, Statistical Methods, and Algorithms in Image Analysis
ISBN: 0387978100 ISBN-13(EAN): 9780387978109
Издательство: Springer
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Цена: 16769.00 р.
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Описание: This volume comprises a collection of papers by world- renowned experts on image analysis. The papers range from survey articles to research papers, and from theoretical topics such as simulated annealing through to applied image reconstruction.

Автор: Peccati Giovanni, Reitzner Matthias
Название: Stochastic Analysis for Poisson Point Processes: Malliavin Calculus, Wiener-Itф Chaos Expansions and Stochastic Geometry
ISBN: 3319791478 ISBN-13(EAN): 9783319791470
Издательство: Springer
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Цена: 18709.00 р.
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Описание: Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics.

Автор: Tartakovsky, Alexander (University of Connecticut, Storrs, USA)
Название: Sequential Change Detection and Hypothesis Testing
ISBN: 1032084359 ISBN-13(EAN): 9781032084350
Издательство: Taylor&Francis
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Цена: 9798.00 р.
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Описание: Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades.

Автор: Karl K. Sabelfeld, Nikolai A. Simonov
Название: Random Fields and Stochastic Lagrangian Models: Analysis and Applications in Turbulence and Porous Media
ISBN: 3110296640 ISBN-13(EAN): 9783110296648
Издательство: Walter de Gruyter
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Описание: Probabilistic approach and stochastic simulation become more and more popular in all branches of science and technology, especially in problems where the data are randomly fluctuating, or they are highly irregular in deterministic sense.

Автор: Peccati
Название: Stochastic Analysis for Poisson Point Processes
ISBN: 3319052322 ISBN-13(EAN): 9783319052328
Издательство: Springer
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Цена: 15372.00 р.
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Описание: Stochastic geometry is the branchof mathematics that studies geometric structures associated with randomconfigurations, such as random graphs, tilings and mosaics. Due to its closeties with stereology and spatial statistics, the results in this area arerelevant for a large number of important applications, e.g. to the mathematicalmodeling and statistical analysis of telecommunication networks, geostatisticsand image analysis. In recent years – due mainly to the impetus of the authorsand their collaborators – a powerful connection has been established betweenstochastic geometry and the Malliavin calculus of variations, which is acollection of probabilistic techniques based on the properties ofinfinite-dimensional differential operators. This has led in particular to thediscovery of a large number of new quantitative limit theorems forhigh-dimensional geometric objects. This unique book presents anorganic collection of authoritative surveys written by the principal actors in thisrapidly evolving field, offering a rigorous yet lively presentation of its manyfacets.