Author: Ken-ichi YoshiharaPublisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 408
Book Description
Weakly Dependent Stochastic Sequences and Their Applications: Statistical inference based on weakly dependent data
Author: Ken-ichi YoshiharaPublisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 408
Book Description
Weakly Dependent Stochastic Sequences and Their Applications: Curve estimation based on weakly dependent data
Author: Ken-ichi YoshiharaPublisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 356
Book Description
Weakly Dependent Stochastic Sequences and Their Applications: Generalized partial-sum processes
Author: Ken-ichi YoshiharaPublisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 410
Book Description
Weakly Dependent Stochastic Sequences and Their Applications
Author: Ken-ichi YoshiharaPublisher:
ISBN:
Category : Sequences (Mathematics).
Languages : en
Pages : 378
Book Description
Weakly Dependent Stochastic Sequences and Their Applications: Order statistics based on weakly dependent data
Author: Ken-ichi YoshiharaPublisher:
ISBN:
Category : Stochastic sequences
Languages : en
Pages : 360
Book Description
Modeling Uncertainty
Author: Moshe DrorPublisher: Springer
ISBN: 0306481022
Category : Mathematics
Languages : en
Pages : 782
Book Description
Modeling Uncertainty: An Examination of Stochastic Theory, Methods, and Applications, is a volume undertaken by the friends and colleagues of Sid Yakowitz in his honor. Fifty internationally known scholars have collectively contributed 30 papers on modeling uncertainty to this volume. Each of these papers was carefully reviewed and in the majority of cases the original submission was revised before being accepted for publication in the book. The papers cover a great variety of topics in probability, statistics, economics, stochastic optimization, control theory, regression analysis, simulation, stochastic programming, Markov decision process, application in the HIV context, and others. There are papers with a theoretical emphasis and others that focus on applications. A number of papers survey the work in a particular area and in a few papers the authors present their personal view of a topic. It is a book with a considerable number of expository articles, which are accessible to a nonexpert - a graduate student in mathematics, statistics, engineering, and economics departments, or just anyone with some mathematical background who is interested in a preliminary exposition of a particular topic. Many of the papers present the state of the art of a specific area or represent original contributions which advance the present state of knowledge. In sum, it is a book of considerable interest to a broad range of academic researchers and students of stochastic systems.
Weak Dependence: With Examples and Applications
Author: Jérome DedeckerPublisher: Springer Science & Business Media
ISBN: 038769952X
Category : Mathematics
Languages : en
Pages : 326
Book Description
This book develops Doukhan/Louhichi's 1999 idea to measure asymptotic independence of a random process. The authors, who helped develop this theory, propose examples of models fitting such conditions: stable Markov chains, dynamical systems or more complicated models, nonlinear, non-Markovian, and heteroskedastic models with infinite memory. Applications are still needed to develop a method of analysis for nonlinear times series, and this book provides a strong basis for additional studies.
Bulletin of the Faculty of Engineering, Yokohama National University
Author: Dependence in Probability and Statistics
Author: Paul DoukhanPublisher: Springer Science & Business Media
ISBN: 3642141048
Category : Mathematics
Languages : en
Pages : 222
Book Description
This account of recent works on weakly dependent, long memory and multifractal processes introduces new dependence measures for studying complex stochastic systems and includes other topics such as the dependence structure of max-stable processes.
Author: