Download or read book Exponential Families of Stochastic Processes written by Uwe Küchler and published by Springer Science & Business Media. This book was released on 1997-07-10 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last ten years or so by the authors - two of the leading experts in the field - and several other researchers. The theory is applied to a broad spectrum of examples, covering a large number of frequently applied stochastic process models with discrete as well as continuous time. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later. Most of the concepts and tools from stochastic calculus needed when working with inference for stochastic processes are introduced and explained without proof in an appendix. This appendix can also be used independently as an introduction to stochastic calculus for statisticians. Numerous exercises are also included.
Download or read book Research Reports written by and published by . This book was released on 1992 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book EXPONENTIAL FAMILIES OF STOCHASTIC PROCESSES WITH TIME CONTINOUS LIKELIHOOD FUNCTIONS written by U. Kychler and published by . This book was released on 1992 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exponential Families of Stochastic Processes with Time continuous Likelihood Functions written by Uwe Küchler and published by . This book was released on 1992 with total page 32 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exponential Families of Stochastic Processes written by Uwe Küchler and published by Springer Science & Business Media. This book was released on 2006-05-09 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last ten years or so by the authors - two of the leading experts in the field - and several other researchers. The theory is applied to a broad spectrum of examples, covering a large number of frequently applied stochastic process models with discrete as well as continuous time. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later. Most of the concepts and tools from stochastic calculus needed when working with inference for stochastic processes are introduced and explained without proof in an appendix. This appendix can also be used independently as an introduction to stochastic calculus for statisticians. Numerous exercises are also included.
Download or read book Exponential Families of Stochastic Processes written by Uwe Kuchler and published by . This book was released on 2014-01-15 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Information and Exponential Families written by O. Barndorff-Nielsen and published by John Wiley & Sons. This book was released on 2014-05-07 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: First published by Wiley in 1978, this book is being re-issued with a new Preface by the author. The roots of the book lie in the writings of RA Fisher both as concerns results and the general stance to statistical science, and this stance was the determining factor in the author's selection of topics. His treatise brings together results on aspects of statistical information, notably concerning likelihood functions, plausibility functions, ancillarity, and sufficiency, and on exponential families of probability distributions.
Download or read book Exponential Families of Stochastic Processes written by U. Küchler and published by . This book was released on 1987 with total page 40 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Exponential Families of Stochastic Processes written by Uwe Küchler and published by . This book was released on 1987 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Processes written by S. R. S. Varadhan and published by American Mathematical Soc.. This book was released on 1968 with total page 140 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Discrete Stochastic Processes and Applications written by Jean-François Collet and published by Springer. This book was released on 2018-04-05 with total page 228 pages. Available in PDF, EPUB and Kindle. Book excerpt: This unique text for beginning graduate students gives a self-contained introduction to the mathematical properties of stochastics and presents their applications to Markov processes, coding theory, population dynamics, and search engine design. The book is ideal for a newly designed course in an introduction to probability and information theory. Prerequisites include working knowledge of linear algebra, calculus, and probability theory. The first part of the text focuses on the rigorous theory of Markov processes on countable spaces (Markov chains) and provides the basis to developing solid probabilistic intuition without the need for a course in measure theory. The approach taken is gradual beginning with the case of discrete time and moving on to that of continuous time. The second part of this text is more applied; its core introduces various uses of convexity in probability and presents a nice treatment of entropy.
Download or read book On Sequential Maximum Likelihood Estimation for Exponential Families of Stochastic Processes written by Michael Sørensen and published by . This book was released on 1985 with total page 47 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Maximum Likelihood Estimation for Stochastic Processes a Martingale Approach written by Paul David Feigin and published by . This book was released on 1975 with total page 222 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Research Reports written by and published by . This book was released on 1985 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Some Stochastic Learning Models with Time as a Continuous Parameter written by Jean Isaac Donio and published by . This book was released on 1964 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Stochastic Processes written by Emanuel Parzen and published by SIAM. This book was released on 1999-12-01 with total page 339 pages. Available in PDF, EPUB and Kindle. Book excerpt: Ideal for courses aiming to give examples of the wide variety of empirical phenomena for which stochastic processes provide mathematical models. It introduces the methods of probability model building and provides the reader with mathematically sound techniques as well as the ability to further study the theory of stochastic processes.
Download or read book Contiguity of Probability Measures Associated with Continuous Time Stochastic Processes written by Michael G. Akritas and published by . This book was released on 1978 with total page 324 pages. Available in PDF, EPUB and Kindle. Book excerpt:
