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Inference Statistique Pour Des Variables Fonctionnelles A Sauts
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Book Synopsis Inférence statistique pour des variables fonctionnelles à sauts by : Layal El Hajj
Download or read book Inférence statistique pour des variables fonctionnelles à sauts written by Layal El Hajj and published by . This book was released on 2013 with total page 134 pages. Available in PDF, EPUB and Kindle. Book excerpt: This thesis is dedicated to the study of linear processes in the space D[0,1] of cadlag functions. We especially study the prediction of these processes as well as the detection of jumps and the estimation of their amplitudes.The thesis revolves around two axes. The first is addressed by introducing the D[0,1]-valued linear processes. We are particularly interested by the autoregressive process and the moving average, for which we establish limits theorems. Statistical prediction of these processes is considered thereafter. We treat the case of the D[0,1]-valued autoregressive process for which the integral linear operator is considered. For this purpose, we use the method based on the estimation of the eigenelements of the covariance operator of the process. Under some regularity conditions, we study the convergence of the estimators and the corresponding predictor. The introduction of such processes aims to take into account their jumps. This leads to considering the second objective of this thesis, which is devoted to the detection of the jumps and the estimation of their amplitudes. Our approach is different from those who consider jump-diffusion processes and cadlag semimartingales. We test the performance of our method through simulations and we apply it on real data.
Book Synopsis Mathematical Statistics and Limit Theorems by : Marc Hallin
Download or read book Mathematical Statistics and Limit Theorems written by Marc Hallin and published by Springer. This book was released on 2015-04-07 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This Festschrift in honour of Paul Deheuvels’ 65th birthday compiles recent research results in the area between mathematical statistics and probability theory with a special emphasis on limit theorems. The book brings together contributions from invited international experts to provide an up-to-date survey of the field. Written in textbook style, this collection of original material addresses researchers, PhD and advanced Master students with a solid grasp of mathematical statistics and probability theory.
Book Synopsis Inférence Statistique Sur Des Données Fonctionnelles by : COLLECTIF.
Download or read book Inférence Statistique Sur Des Données Fonctionnelles written by COLLECTIF. and published by Omniscriptum. This book was released on 2011-10 with total page 160 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dans ce livre, plusieurs tests statistiques pour des variables fonctionnelles sont propos s. On y trouve deux m thodes pour tester la non-corr lation des variables fonctionnelles, deux autres pour l'homog n it d'une variable fonctionnelle, un test d'ind pendance pour vecteurs al atoires et enfin un test d'ind pendance pour variables fonctionnelles. Pour chacune des m thodes propos es, nous d finissons la statistique de test utilis e et d terminons sa loi limite sous hypoth se nulle, ce qui permet de pr ciser la m thode de test introduite. Lorsque des variables fonctionnelles sont consid r es, on montre comment ces m thodes s'appliquent, notamment en projetant sur des sous-espaces engendr s par des fonctions B-splines ou des fonctions d'ondelettes, selon le type d'espace de Hilbert consid r . Des tudes par simulations, permettant d'appr cier les performances des m thodes propos es, et de comparer celles-ci des m thodes classiques, sont effectu es dans chaque chapitre.
Book Synopsis Cahiers - Centre d'etudes de recherche operationnelle by : Centre d'etudes de recherche operationnelle (Belgium)
Download or read book Cahiers - Centre d'etudes de recherche operationnelle written by Centre d'etudes de recherche operationnelle (Belgium) and published by . This book was released on 1983 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis New avenues for astronomical data analysis by : Jean-Pierre Rozelot
Download or read book New avenues for astronomical data analysis written by Jean-Pierre Rozelot and published by . This book was released on 2002 with total page 284 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Journal de physique written by and published by . This book was released on 2002 with total page 724 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Cahiers by : Centre d'études de recherche operationnelle
Download or read book Cahiers written by Centre d'études de recherche operationnelle and published by . This book was released on 1983 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Statistical Inference for Ergodic Diffusion Processes by : Yury A. Kutoyants
Download or read book Statistical Inference for Ergodic Diffusion Processes written by Yury A. Kutoyants and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.
Book Synopsis Semiparametric Theory and Missing Data by : Anastasios Tsiatis
Download or read book Semiparametric Theory and Missing Data written by Anastasios Tsiatis and published by Springer Science & Business Media. This book was released on 2007-01-15 with total page 392 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book summarizes current knowledge regarding the theory of estimation for semiparametric models with missing data, in an organized and comprehensive manner. It starts with the study of semiparametric methods when there are no missing data. The description of the theory of estimation for semiparametric models is both rigorous and intuitive, relying on geometric ideas to reinforce the intuition and understanding of the theory. These methods are then applied to problems with missing, censored, and coarsened data with the goal of deriving estimators that are as robust and efficient as possible.
Book Synopsis Combinatorial Enumeration by : Ian P. Goulden
Download or read book Combinatorial Enumeration written by Ian P. Goulden and published by Courier Corporation. This book was released on 2004-06-23 with total page 609 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate-level text presents mathematical theory and problem-solving techniques associated with enumeration problems. Subjects include the combinatorics of the ordinary generating function and the exponential generating function, the combinatorics of sequences, and the combinatorics of paths. The text is complemented by approximately 350 exercises with full solutions. 1983 edition. Foreword by Gian-Carlo Rota. References. Index.
Book Synopsis Limits and Problems of European Integration by : Ernst B. Haas
Download or read book Limits and Problems of European Integration written by Ernst B. Haas and published by Springer. This book was released on 1963-01-01 with total page 144 pages. Available in PDF, EPUB and Kindle. Book excerpt: by B. LANDHEER The Grotius Seminarium has as its purpose the study of international problems under the aspect of "living and cooperating in one world." Its Conference of May 30-June 2, I96I on "Limits and Problems of European integration" attempted to view European integration within the framework of this general goal as is somewhat implied in its title. "The limits of European integration" lie in the necessity of fitting it in the wider framework of international cooperation, while its problems lie in the various interpretations and concretizations of its own goals, ab out which there are a number of different viewpoints. It could be stated that the European is faced with three sets of problems: the creation of a more unified world as a global problem; the regional integration of Europe; and, thirdly, the continuation of more strictly national interests. It is not justified to assume that these three circles of interest are automatically complementary: they are often antagonistic, and a "philosophy of integration" would have to arrive at a structural presentation of those various values and of tbeir interrelatedness. While it is obviously not possible for a small Conference to give those problems their full weight, it is nevertheless hoped that the essays combined in this volume raise a number of relevant questions and contribute to the elaboration of some more concrete problems.
Book Synopsis A Frequency Dictionary of French by : Deryle Lonsdale
Download or read book A Frequency Dictionary of French written by Deryle Lonsdale and published by Routledge. This book was released on 2009-03-25 with total page 974 pages. Available in PDF, EPUB and Kindle. Book excerpt: A Frequency Dictionary of French is an invaluable tool for all learners of French, providing a list of the 5000 most frequently used words in the language. Based on a 23-million-word corpus of French which includes written and spoken material both from France and overseas, this dictionary provides the user with detailed information for each of the 5000 entries, including English equivalents, a sample sentence, its English translation, usage statistics, and an indication of register variation. Users can access the top 5000 words either through the main frequency listing or through an alphabetical index. Throughout the frequency listing there are thematically-organized lists of the top words from a variety of key topics such as sports, weather, clothing, and family terms. An engaging and highly useful resource, the Frequency Dictionary of French will enable students of all levels to get the most out of their study of French vocabulary. Former CD content is now available to access at www.routledge.com/9780415775311 as support material. Designed for use by corpus and computational linguists it provides the full text in a format that researchers can process and turn into suitable lists for their own research work. Deryle Lonsdale is Associate Professor in the Linguistics and English Language Department at Brigham Young University (Provo, Utah). Yvon Le Bras is Associate Professor of French and Department Chair of the French and Italian Department at Brigham Young University (Provo, Utah).
Book Synopsis Contemporary Criminological Issues by : Carolyn Côté-Lussier
Download or read book Contemporary Criminological Issues written by Carolyn Côté-Lussier and published by University of Ottawa Press. This book was released on 2020-05-05 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contemporary Criminological Issues tackles some of today’s most pressing social issues, from the criminalization of Indigenous peoples to interpersonal violence, border control, and armed conflicts. This book advances cutting-edge theories and methods, with the aim of moving beyond the scholarship that reproduces insecurity and exclusion. The breadth of approaches encompasses much of the current critical criminological scholarship, serving as a counterpoint to the growth of managerial and administrative criminologies and the rise of explicitly exclusionary and punitive state policies and practices with respect to ‘crime’ and ‘security.’ This edited collection featuring two books, one in English and one in French, includes important contributions to knowledge and public policy by eminent experts and emerging scholars. This book is published in English.
Book Synopsis L1-statistical Analysis and Related Methods by : Yadolah Dodge
Download or read book L1-statistical Analysis and Related Methods written by Yadolah Dodge and published by North-Holland. This book was released on 1992 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presented in this volume are recent results obtained in statistical analysis based on the L 1 -norm and related methods. The volume demonstrates new trends and directions in the field, and confirms the well-foundedness of the topic. The book will appeal to statisticians and research workers in all areas of applied sciences. It will also serve as a reference or a complementary text book in universities.
Book Synopsis Market Microstructure by : Frédéric Abergel
Download or read book Market Microstructure written by Frédéric Abergel and published by John Wiley & Sons. This book was released on 2012-04-03 with total page 194 pages. Available in PDF, EPUB and Kindle. Book excerpt: The latest cutting-edge research on market microstructure Based on the December 2010 conference on market microstructure, organized with the help of the Institut Louis Bachelier, this guide brings together the leading thinkers to discuss this important field of modern finance. It provides readers with vital insight on the origin of the well-known anomalous "stylized facts" in financial prices series, namely heavy tails, volatility, and clustering, and illustrates their impact on the organization of markets, execution costs, price impact, organization liquidity in electronic markets, and other issues raised by high-frequency trading. World-class contributors cover topics including analysis of high-frequency data, statistics of high-frequency data, market impact, and optimal trading. This is a must-have guide for practitioners and academics in quantitative finance.
Book Synopsis Stochastic Analysis for Poisson Point Processes by : Giovanni Peccati
Download or read book Stochastic Analysis for Poisson Point Processes written by Giovanni Peccati and published by Springer. This book was released on 2016-07-07 with total page 359 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.
Author :International Livestock Research Institute Publisher :ILRI (aka ILCA and ILRAD) ISBN 13 :9789291460038 Total Pages :268 pages Book Rating :4.4/5 (6 download)
Book Synopsis Livestock Policy Analysis by : International Livestock Research Institute
Download or read book Livestock Policy Analysis written by International Livestock Research Institute and published by ILRI (aka ILCA and ILRAD). This book was released on 1995-01-01 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Policy concepts; Identification of policy issues; Production systems, supply and demand; Market, price and trade policies; Marketing and distribution systems; Budget and manpower planning; Land tenure police for the livestock sector; Policy analysis report writing and communication; Livestock production and marketing in alphabeta - a case study.
