Semimartingales and their Statistical Inference

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Publisher : Routledge
ISBN 13 : 1351416928
Total Pages : 684 pages
Book Rating : 4.3/5 (514 download)

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Book Synopsis Semimartingales and their Statistical Inference by : B.L.S. Prakasa Rao

Download or read book Semimartingales and their Statistical Inference written by B.L.S. Prakasa Rao and published by Routledge. This book was released on 2019-01-15 with total page 684 pages. Available in PDF, EPUB and Kindle. Book excerpt: Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability. The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research conducted on the asymptotic theory for semimartingales. Semimartingales and their Statistical Inference, fills this need by presenting a comprehensive discussion of the asymptotic theory of semimartingales at a level needed for researchers working in the area of statistical inference for stochastic processes. The author brings together into one volume the state-of-the-art in the inferential aspect for such processes. The topics discussed include: Asymptotic likelihood theory Quasi-likelihood Likelihood and efficiency Inference for counting processes Inference for semimartingale regression models The author addresses a number of stochastic modeling applications from engineering, economic systems, financial economics, and medical sciences. He also includes some of the new and challenging statistical and probabilistic problems facing today's active researchers working in the area of inference for stochastic processes.

Probability Theory and Mathematical Statistics. Vol. 2

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 3112319028
Total Pages : 624 pages
Book Rating : 4.1/5 (123 download)

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Book Synopsis Probability Theory and Mathematical Statistics. Vol. 2 by : B. Grigelionis

Download or read book Probability Theory and Mathematical Statistics. Vol. 2 written by B. Grigelionis and published by Walter de Gruyter GmbH & Co KG. This book was released on 2020-05-18 with total page 624 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "PROB. TH. MATH. ST. ( GRIGELIONIS) VOL. 2 PROC.5/1989 E-BOOK".

European Control Conference 1991

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Publisher : European Control Association
ISBN 13 : 9782866012823
Total Pages : 644 pages
Book Rating : 4.0/5 (128 download)

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Book Synopsis European Control Conference 1991 by :

Download or read book European Control Conference 1991 written by and published by European Control Association. This book was released on 1991-07-02 with total page 644 pages. Available in PDF, EPUB and Kindle. Book excerpt: Proceedings of the European Control Conference 1991, July 2-5, 1991, Grenoble, France

Research in Progress

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Publisher :
ISBN 13 :
Total Pages : 248 pages
Book Rating : 4.:/5 (31 download)

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Book Synopsis Research in Progress by :

Download or read book Research in Progress written by and published by . This book was released on 1988 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Differential Systems

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Publisher :
ISBN 13 :
Total Pages : 384 pages
Book Rating : 4.:/5 (44 download)

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Book Synopsis Stochastic Differential Systems by : N. Christopeit

Download or read book Stochastic Differential Systems written by N. Christopeit and published by . This book was released on 1986 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Random Iterative Models

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Publisher : Springer Science & Business Media
ISBN 13 : 3662128802
Total Pages : 394 pages
Book Rating : 4.6/5 (621 download)

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Book Synopsis Random Iterative Models by : Marie Duflo

Download or read book Random Iterative Models written by Marie Duflo and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 394 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date, self-contained review of a wide range of recursive methods for stabilization, identification and control of complex stochastic models (guiding a rocket or a plane, organizing multi-access broadcast channels, self-learning of neural networks ...). Suitable for mathematicians (researchers and also students) and engineers.

Time Series Analysis and Applications to Geophysical Systems

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Publisher : Springer Science & Business Media
ISBN 13 : 1461229626
Total Pages : 262 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Time Series Analysis and Applications to Geophysical Systems by : David Brillinger

Download or read book Time Series Analysis and Applications to Geophysical Systems written by David Brillinger and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 262 pages. Available in PDF, EPUB and Kindle. Book excerpt: Part of a two volume set based on a recent IMA program of the same name. The goal of the program and these books is to develop a community of statistical and other scientists kept up-to-date on developments in this quickly evolving and interdisciplinary field. Consequently, these books present recent material by distinguished researchers. Topics discussed in Part I include nonlinear and non- Gaussian models and processes (higher order moments and spectra, nonlinear systems, applications in astronomy, geophysics, engineering, and simulation) and the interaction of time series analysis and statistics (information model identification, categorical valued time series, nonparametric and semiparametric methods). Self-similar processes and long-range dependence (time series with long memory, fractals, 1/f noise, stable noise) and time series research common to engineers and economists (modeling of multivariate and possibly non-stationary time series, state space and adaptive methods) are discussed in Part II.

Statistical Experiments And Decision, Asymptotic Theory

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Publisher : World Scientific
ISBN 13 : 9814494151
Total Pages : 301 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Statistical Experiments And Decision, Asymptotic Theory by : Albert N Shiryaev

Download or read book Statistical Experiments And Decision, Asymptotic Theory written by Albert N Shiryaev and published by World Scientific. This book was released on 2000-07-04 with total page 301 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume provides an exposition of some fundamental aspects of the asymptotic theory of statistical experiments. The most important of them is “how to construct asymptotically optimal decisions if we know the structure of optimal decisions for the limit experiment”.

NBS Special Publication

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Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis NBS Special Publication by :

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Financial Econometrics

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Publisher : MDPI
ISBN 13 : 3039216260
Total Pages : 136 pages
Book Rating : 4.0/5 (392 download)

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Book Synopsis Financial Econometrics by : Yiu-Kuen Tse

Download or read book Financial Econometrics written by Yiu-Kuen Tse and published by MDPI. This book was released on 2019-10-14 with total page 136 pages. Available in PDF, EPUB and Kindle. Book excerpt: Financial econometrics has developed into a very fruitful and vibrant research area in the last two decades. The availability of good data promotes research in this area, specially aided by online data and high-frequency data. These two characteristics of financial data also create challenges for researchers that are different from classical macro-econometric and micro-econometric problems. This Special Issue is dedicated to research topics that are relevant for analyzing financial data. We have gathered six articles under this theme.

Mathematical Reviews

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Publisher :
ISBN 13 :
Total Pages : 980 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Mathematical Reviews by :

Download or read book Mathematical Reviews written by and published by . This book was released on 2006 with total page 980 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 1008 pages
Book Rating : 4.X/5 (1 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1988 with total page 1008 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Stochastic Theory and Adaptive Control

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Publisher : Springer
ISBN 13 :
Total Pages : 526 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Theory and Adaptive Control by : T. E. Duncan

Download or read book Stochastic Theory and Adaptive Control written by T. E. Duncan and published by Springer. This book was released on 1992 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: This workshop on stochastic theory and adaptive control assembled many of the leading researchers on stochastic control and stochastic adaptive control to increase scientific exchange and cooperative research between these two subfields of stochastic analysis. The papers included in the proceedings include survey and research. They describe both theoretical results and applications of adaptive control. There are theoretical results in identification, filtering, control, adaptive control and various other related topics. Some applications to manufacturing systems, queues, networks, medicine and other topics are gien.

SIAM Journal on Control and Optimization

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Publisher :
ISBN 13 :
Total Pages : 786 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis SIAM Journal on Control and Optimization by : Society for Industrial and Applied Mathematics

Download or read book SIAM Journal on Control and Optimization written by Society for Industrial and Applied Mathematics and published by . This book was released on 1996 with total page 786 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Author and Permuted Title Index to Selected Statistical Journals

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Publisher :
ISBN 13 :
Total Pages : 512 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by : Brian L. Joiner

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by Brian L. Joiner and published by . This book was released on 1970 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: All articles, notes, queries, corrigenda, and obituaries appearing in the following journals during the indicated years are indexed: Annals of mathematical statistics, 1961-1969; Biometrics, 1965-1969#3; Biometrics, 1951-1969; Journal of the American Statistical Association, 1956-1969; Journal of the Royal Statistical Society, Series B, 1954-1969,#2; South African statistical journal, 1967-1969,#2; Technometrics, 1959-1969.--p.iv.

Proceedings of the 33rd IEEE Conference on Decision and Control

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Publisher :
ISBN 13 :
Total Pages : 1086 pages
Book Rating : 4.:/5 (318 download)

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Book Synopsis Proceedings of the 33rd IEEE Conference on Decision and Control by : IEEE Control Systems Society

Download or read book Proceedings of the 33rd IEEE Conference on Decision and Control written by IEEE Control Systems Society and published by . This book was released on 1994 with total page 1086 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Current Index to Statistics, Applications, Methods and Theory

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Publisher :
ISBN 13 :
Total Pages : 948 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Current Index to Statistics, Applications, Methods and Theory by :

Download or read book Current Index to Statistics, Applications, Methods and Theory written by and published by . This book was released on 1999 with total page 948 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Current Index to Statistics (CIS) is a bibliographic index of publications in statistics, probability, and related fields.