Point Processes and Their Statistical Inference, Karr, Alan
Автор: Trevor Hastie; Robert Tibshirani; Jerome Friedman Название: The Elements of Statistical Learning ISBN: 0387848576 ISBN-13(EAN): 9780387848570 Издательство: Springer Рейтинг: Цена: 10061.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This major new edition features many topics not covered in the original, including graphical models, random forests, and ensemble methods. As before, it covers the conceptual framework for statistical data in our rapidly expanding computerized world.
Автор: Wasserman Название: All of Statistics ISBN: 0387402721 ISBN-13(EAN): 9780387402727 Издательство: Springer Рейтинг: Цена: 7760.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathematical statistics. Statistics, data mining, and machine learning are all concerned with collecting and analysing data.
Автор: Wasserman Название: All of Nonparametric Statistics ISBN: 0387251456 ISBN-13(EAN): 9780387251455 Издательство: Springer Рейтинг: Цена: 18294.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: It covers a wide range of topics including the bootstrap, the nonparametric delta method, nonparametric regression, density estimation, orthogonal function methods, minimax estimation, nonparametric confidence sets, and wavelets.
Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables.
Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described.
In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text.
Examines a range of statistical inference methods in the context of finance and insurance applications
Presents the LAN (local asymptotic normality) property of likelihoods
Combines the proofs of LAN property for different statistical experiments that appears in financial and insurance mathematics
Provides the proper description of such statistical experiments and invites readers to seek optimal estimators (performed in R) for such statistical experiments
Автор: Karr, Alan Название: Point Processes and Their Statistical Inference ISBN: 0367580039 ISBN-13(EAN): 9780367580032 Издательство: Taylor&Francis Рейтинг: Цена: 7961.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Maintaining the excellent features that made the first edition so popular, this outstanding reference/text presents the only comprehensive treatment of the theory of point processes and statistical inference for point processes.
Автор: Denis Bosq; Hung T. Nguyen Название: A Course in Stochastic Processes ISBN: 0792340876 ISBN-13(EAN): 9780792340874 Издательство: Springer Рейтинг: Цена: 30614.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Having in mind a mixed audience of students from different departments (Math- ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti- vation of concepts, aspects of applications and computational procedures.
Автор: Yury A. Kutoyants Название: Statistical Inference for Ergodic Diffusion Processes ISBN: 184996906X ISBN-13(EAN): 9781849969062 Издательство: Springer Рейтинг: Цена: 18904.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: 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.
Автор: Denis Bosq; Hung T. Nguyen Название: A Course in Stochastic Processes ISBN: 9048147131 ISBN-13(EAN): 9789048147137 Издательство: Springer Рейтинг: Цена: 30614.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Having in mind a mixed audience of students from different departments (Math- ematics, Statistics, Economics, Engineering, etc.) we have presented the material in each lesson in the most simple way, with emphasis on moti- vation of concepts, aspects of applications and computational procedures.
Название: Statistical Inference in Stochastic Processes ISBN: 0367403072 ISBN-13(EAN): 9780367403072 Издательство: Taylor&Francis Рейтинг: Цена: 10717.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Covering both theory and applications, this collection of eleven contributed papers surveys the role of probabilistic models and statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the jump mechanism of a di
Автор: Micheas, Athanasios Christou (University of Missouri, Columbia, USA) Название: Theory of Stochastic Objects ISBN: 1032242884 ISBN-13(EAN): 9781032242880 Издательство: Taylor&Francis Рейтинг: Цена: 7961.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks
Автор: Prabhu, N.U. Название: Statistical Inference in Stochastic Processes ISBN: 0824784170 ISBN-13(EAN): 9780824784171 Издательство: Taylor&Francis Рейтинг: Цена: 18374.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
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