wyszukanych pozycji: 6
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Studies in Probability Theory
ISBN: 9780883851180 / Angielski / Twarda / 1978 / 268 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) This collection of six articles provides the reader with a range of ideas and applications of probability theory. Written by some of leading experts in the field, the articles touch upon such topics as sequential methods in statistical inference, ergodicity and mixing for stationary random processes, distribution of maxima of independent sequences, asymptotic analysis of stochastic differential equations, mathematical aspects of statistical mechanics, and the use of entropy in the problem of isomorphism of ergodic dynamical systems.
This collection of six articles provides the reader with a range of ideas and applications of probability theory. Written by some of leading experts i...
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cena:
193,12 |
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Gaussian and Non-Gaussian Linear Time Series and Random Fields
ISBN: 9781461270676 / Angielski / Miękka / 2012 / 247 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. These models are part of the classical literature in time series analysis, particularly in the Gaussian case. There is a large literature on probabilistic and statistical aspects of these models-to a great extent in the Gaussian context. In the Gaussian case best predictors are linear and there is an extensive study of the asymptotics of asymptotically optimal esti mators. Some discussion of these classical results is given to provide a contrast with what may occur in the...
Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. These models are part of the cla...
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cena:
401,58 |
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Gaussian and Non-Gaussian Linear Time Series and Random Fields
ISBN: 9780387989174 / Angielski / Twarda / 1999 / 247 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. These models are part of the classical literature in time series analysis, particularly in the Gaussian case. There is a large literature on probabilistic and statistical aspects of these models-to a great extent in the Gaussian context. In the Gaussian case best predictors are linear and there is an extensive study of the asymptotics of asymptotically optimal esti mators. Some discussion of these classical results is given to provide a contrast with what may occur in the...
Much of this book is concerned with autoregressive and moving av erage linear stationary sequences and random fields. These models are part of the cla...
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cena:
401,58 |
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Markov Processes, Structure and Asymptotic Behavior: Structure and Asymptotic Behavior
ISBN: 9783642652400 / Angielski / Miękka / 2011 / 270 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid...
This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are ...
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cena:
200,77 |
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Statistical Analysis of Stationary Time Series
ISBN: 9780821844373 / Angielski / Twarda / 2008 / 308 str. Termin realizacji zamówienia: ok. 30 dni roboczych (Dostawa w 2026 r.) Written in the terminology of the theoretical statistician, this book presents an approach to time series analysis. It presents a unified treatment of methods that are being used in the physical sciences and technology.
Written in the terminology of the theoretical statistician, this book presents an approach to time series analysis. It presents a unified treatment of...
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cena:
299,33 |
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Stationary Sequences and Random Fields
ISBN: 9780817632649 / Angielski / Miękka / 1985 / 258 str. Termin realizacji zamówienia: ok. 22 dni roboczych (Dostawa w 2026 r.) This book has a dual purpose. One of these is to present material which selec- tively will be appropriate for a quarter or semester course in time series analysis and which will cover both the finite parameter and spectral approach. The second object is the presentation of topics of current research interest and some open questions. I mention these now. In particular, there is a discussion in Chapter III of the types of limit theorems that will imply asymptotic nor- mality for covariance estimates and smoothings of the periodogram. This dis- cussion allows one to get results on the asymptotic...
This book has a dual purpose. One of these is to present material which selec- tively will be appropriate for a quarter or semester course in time ser...
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cena:
401,58 |