Download or read book On Comparison of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes written by Michael Sørensen and published by . This book was released on 1994 with total page 13 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 1994 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book On Comparision of Stopping Times in Sequential Procedures for Exponential Families of Stochastic Processes written by and published by . This book was released on 1994 with total page 13 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 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 Statistical Theory and Method Abstracts written by and published by . This book was released on 1999 with total page 786 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 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 Mathematical Reviews written by and published by . This book was released on 1999 with total page 1244 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 Research Reports written by and published by . This book was released on 1996 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advances in Stochastic Models for Reliablity Quality and Safety written by Jensen Kahle and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 390 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fast technological development produces systems of ever-increasing complex ity. The demand for reliable functioning of these systems has become more and more important. Thus, there is a need for highly reliable technical devices and systems, for monitoring and controlling their functioning and for planning maintenance and corrective actions to fulfill given requirements considering eco nomic limitations. These tasks reflect the wide field of engineering activities that are accompa nied by and based on a wide range of stochastical models. The book presents the main contributions to a workshop on Stochastic Models of Reliability, Qual ity, and Safety held in Schierke near Magdeburg, Germany. This workshop was part of a series of meetings that take place every two years organized by the Society of Reliability, Quality and Safety. The basic idea of these workshops is to bring together theorists, applied statisticians, and practitioners to exchange experiences and ideas of common interest. The book contains recent results in reliability and related fields. The presentation aims at making at least a part of the results accessible to engineers.

Download or read book On Exponential Families of Discrete Time Stochastic Processes written by Michael Sørensen and published by . This book was released on 1996 with total page 13 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Journal of Statistical Planning and Inference written by and published by . This book was released on 1994 with total page 870 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Advances in Stochastic Models for Reliablity Quality and Safety written by Waltraud Kahle and published by Springer Science & Business Media. This book was released on 1998-08-25 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: In 24 papers from a 1997 workshop near Magdeburg, Germany, theoreticians, applied statisticians, and practitioners discuss their current work and compare and evaluate models and methods. Within sections on lifetime analysis, reliability analysis, network analysis, and process control, they consider such topics as acceptance regions and their application in lifetime estimation, stochastic models for the return of used devices, a unified approach to the reliability of recurrent structures, and controlling a process with three different states. Annotation copyrighted by Book News, Inc., Portland, OR

Download or read book Essentials of Stochastic Processes written by Richard Durrett and published by Springer. This book was released on 2016-11-07 with total page 282 pages. Available in PDF, EPUB and Kindle. Book excerpt: Building upon the previous editions, this textbook is a first course in stochastic processes taken by undergraduate and graduate students (MS and PhD students from math, statistics, economics, computer science, engineering, and finance departments) who have had a course in probability theory. It covers Markov chains in discrete and continuous time, Poisson processes, renewal processes, martingales, and option pricing. One can only learn a subject by seeing it in action, so there are a large number of examples and more than 300 carefully chosen exercises to deepen the reader’s understanding. Drawing from teaching experience and student feedback, there are many new examples and problems with solutions that use TI-83 to eliminate the tedious details of solving linear equations by hand, and the collection of exercises is much improved, with many more biological examples. Originally included in previous editions, material too advanced for this first course in stochastic processes has been eliminated while treatment of other topics useful for applications has been expanded. In addition, the ordering of topics has been improved; for example, the difficult subject of martingales is delayed until its usefulness can be applied in the treatment of mathematical finance.