Download or read book Statistiques des diffusions written by Danielle Florens-Zmirou and published by . This book was released on 1987 with total page 163 pages. Available in PDF, EPUB and Kindle. Book excerpt: CE TRAVAIL EST COMPOSE DE SIX ARTICLES PORTANT SUR LA STATISTIQUE DES DIFFUSIONS RECURRENTES LORSQU'ON NE DISPOSE QUE D'UNE OBSERVATION PARTIELLE DES TRAJECTOIRES. LA PREMIERE PARTIE CONCERNE LA DISCRETISATION DE PAS DELTA DE L'INTERVALLE DE TEMPS D'OBSERVATION. LA CHAINE MARKOV, X::(K)DELTA , OBSERVEE, A UNE PROBABILITE DE TRANSITION DONT ON DONNE UN DEVELOPPEMENT EN CONCLUSION DE DELTA . ON PEUT AINSI EVALUER LA PERTE D'INFORMATION EN FONCTION DE DELTA ET DU COEFFICIENT DE DIFFUSION. ON UTILISE LE MODELE AUTOREGRESSIF COMME MODELE D'APPROXIMATION DE LA DIFFUSION. LES ESTIMATEURS ONT UN BIAIS CALCULE EN FONCTION DE DELTA ET UN THEOREME DE LIMITE CENTRALE EST DEMONTRE POUR DES FONCTIONNELLES DE CHAINES DE MARKOV. LA DISCRETISATION INTERVIENT POUR DES DIFFUSIONS CONTROLEES. ON MONTRE QUE LES GAINS ASYMPTOTIQUES DE CES MODELES DISCRETISES CONVERGENT, QUAND LE PAS TEND VERS ZERO, VERS LE GAIN ASYMPTOTIQUE DE LA DIFFUSION CONTINUMENT CONTROLEE. LA DEUXIEME PARTIE ETUDE L'OBSERVATION DES PASSAGES PAR UNE BARRIERE DONNEE (ZERO PAR EXEMPLE). L'OBSERVATION EN TEMPS CONTINU DES ZEROS DE LA DIFFUSION, ETANT IMPOSSIBLE ON OBSERVE LES EXCURSIONS DE LONGUEUR DELTA . LE CONTRASTE PROPOSE DONNE UN ESTIMATEUR CONSISTANT ET ASYMPTOTIQUEMENT GAUSSIEN. ON ETUDIE LES PROPRIETES DES FAMILLES DES MESURES DE LEVY. POUR LES PASSAGES EN ZERO DE LA DIFFUSION DISCRETISEE LES OBSERVATIONS NE SONT PLUS MARKOVIENNES. ON CONSTRUIT DES ESTIMATEURS CONSISTANTS ET ASYMPTOTIQUEMENT GAUSSIENS. CETTE OBSERVATION PERMET D'APPROCHER LE TEMPS TOTAL DE LA DIFFUSION. LE DERNIER ARTICLE ETUDIE LE LISSAGE PAR CONVOLUTION D'UN PROCESSUS GAUSSIEN STATIONNAIRE NON DERIVABLE. ON MONTRE QUE LE NOMBRE DE PASSAGES EN ZERO DU PROCESSUS REGULARISE, CONVENABLEMENT NORMALISE, CONVERGE VERS LE TEMPS LOCAL DU PROCESSUS GAUSSIEN

Download or read book Statistique math matique et statistique des processus Collection m thodes stochastiques appliqu es written by BOSQ Denis and published by Lavoisier. This book was released on 2012-06-01 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: La plupart des manuels de statistique traitent seulement le cas des variables indépendantes et de même loi. Or, dans les applications, les variables observées sont très souvent corrélées. Les exemples sont nombreux en physique, chimie, biologie, économie, démographie ou finance. Pour combler cette lacune, cet ouvrage étudie la modélisation mathématique des phénomènes statistiques et s'intéresse plus particulièrement à la statistique des processus. Didactique et illustré de nombreux exercices, il comporte trois parties : la statistique mathématique, basée sur la théorie de la décision et le point de vue asymptotique, la statistique des processus à temps discret (processus ARMA) et à temps continu (processus de Poisson, processus de diffusion) et des compléments de probabilités. Statistique mathématique et statistique des processus s'adresse aux étudiants de master et aux élèves des grandes écoles. L'auteur Denis Bosq est professeur émérite à l'Université Pierre et Marie Curie. Il est l'auteur de nombreux articles et livres de recherche en statistique.

Download or read book Statistical Inference for Ergodic Diffusion Processes written by Yury A. Kutoyants and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Download or read book Statistiques des processus de diffusions multidimensionnelles written by Pierre Brugiere and published by . This book was released on 1992 with total page 95 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Inference in Financial and Insurance Mathematics with R written by Alexandre Brouste and published by Elsevier. This book was released on 2017-11-22 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Download or read book Stochastic Epidemic Models with Inference written by Tom Britton and published by Springer Nature. This book was released on 2019-11-30 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "Stochastic models of epidemics" which took place in Ziguinchor, Senegal, December 5–16, 2015. The text is divided into four parts, each based on one of the courses given at the school: homogeneous models (Tom Britton and Etienne Pardoux), two-level mixing models (David Sirl and Frank Ball), epidemics on graphs (Viet Chi Tran), and statistics for epidemic models (Catherine Larédo). The CIMPA school was aimed at PhD students and Post Docs in the mathematical sciences. Parts (or all) of this book can be used as the basis for traditional or individual reading courses on the topic. For this reason, examples and exercises (some with solutions) are provided throughout.

Download or read book La diffusion des r sultats statistiques du recensement de la population written by France. Conseil national de l'information statistique and published by . This book was released on 2011 with total page 36 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Numerical Methods in Finance written by L. C. G. Rogers and published by Cambridge University Press. This book was released on 1997-06-26 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Methods in Finance describes a wide variety of numerical methods used in financial analysis.

Download or read book Juristat written by and published by . This book was released on 1996 with total page 474 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book The Gas Situation in the ECE Region Around the Year 1990 written by Sam Stuart and published by Elsevier. This book was released on 2014-05-19 with total page 393 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Gas Situation in the ECE Region Around the Year 1990 contains the proceedings of an international symposium of the Committee on Gas of the Economic Commission for Europe, held in Evian, France, at the invitation of the Government of France, on October 2-5, 1978. The symposium provided a forum for evaluating the future of gas in the energy requirements of Europe and North America — the region encompassed by the Economic Commission for Europe (ECE), with emphasis on natural gas markets, consumption, and imports and exports. Comprised of 34 chapters, this book begins with an overview of the production of natural gas and other gases that exist within the ECE region or can be imported, followed by a discussion on possible sources of natural gas for France and the ECE area in 1990. Subsequent chapters focus on energy from liquefied natural gas; chances for alternative fuels in the gas industry; gas supplies in the United States; and high depth underground coal gasification as a potential energy source for the future. The economic aspects of gas gathering in the North Sea and gas consumption in Czechoslovakia up to 1990 are also examined, along with the use of natural gas for the production of olefins in Western Europe. This monograph will be of interest to economists and energy policymakers.

Download or read book Statistiques de diffusions et applications probabilistes aux mathematiques financieres written by Vincent Lacoste and published by . This book was released on 1994 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bulletin de L Institut International de Statistique written by and published by . This book was released on 2001 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bureau f d ral de la statistique written by David A. Worton and published by McGill-Queen's Press - MQUP. This book was released on 1998-04-01 with total page 396 pages. Available in PDF, EPUB and Kindle. Book excerpt: Le Bureau fédéral de la statistique a balisé l'évolution du Canada d'une économie de base à une puissance industrielle adulte, au seuil de l'ère de l'information. Tout au long de cette évolution, la nécessité d'obtenir des informations a progressé à la fois en quantité et en complexité alors même que les techniques destinées à recueillir, dépouiller, analyser et divulguer ces informations subissaient de profondes transformations. David A. Worton se penche sur la manière dont le système statistique canadien a fait face à ces profonds changements et décrit les importantes contributions que le Canada a apportées à la statistique et à sa production.

Download or read book FAO Yearbook of Forest Products 2016 Annuaire FAO des produits forestiers Anuario FAO de productos forestales written by Food and Agriculture Organization of the United Nations and published by Food & Agriculture Org.. This book was released on 2019-02-01 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: The FAO Yearbook of Forest Products is a compilation of statistical data on basic forest products for all countries and territories of the world. It contains series of annual data on the volume of production and the volume and value of trade in forest products. It includes tables showing direction of trade and average unit values of trade for certain products. Statistical information in the yearbook is based primarily on data provided to the FAO Forestry Department by the countries through questionnaires or official publications. In the absence of official data, FAO makes an estimate based on the best information available.

Download or read book R gles de secret statistique applicables la diffusion et la cession des donn es et textes de r f rence written by Institut national de la statistique et des études économiques (France). Direction de la coordination statistique et des relations internationales and published by . This book was released on 1996 with total page 106 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Statistical Methods for Stochastic Differential Equations written by Mathieu Kessler and published by CRC Press. This book was released on 2012-05-17 with total page 509 pages. Available in PDF, EPUB and Kindle. Book excerpt: The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a spectrum of estimation methods, including nonparametric estimation as well as parametric estimation based on likelihood methods, estimating functions, and simulation techniques. Two chapters are devoted to high-frequency data. Multivariate models are also considered, including partially observed systems, asynchronous sampling, tests for simultaneous jumps, and multiscale diffusions. Statistical Methods for Stochastic Differential Equations is useful to the theoretical statistician and the probabilist who works in or intends to work in the field, as well as to the applied statistician or financial econometrician who needs the methods to analyze biological or financial time series.

Download or read book Les conditions de p n tration et de diffusion des cultes gyptiens en Italie written by Malaise and published by BRILL. This book was released on 2015-08-24 with total page 551 pages. Available in PDF, EPUB and Kindle. Book excerpt: Preliminary material -- INTRODUCTION -- LES PORTEURS DE NOMS THÉOPHORES ISIAQUES -- L'APPARTENANCE ETHNIQUE ET LA SITUATION SOCIALE DES ISIAQUES D'ITALIE -- LA SITUATION PROFESSIONNELLE ET ÉCONOMIQUE DES ISIAQUES D'ITALIE -- LES PRÊTRES -- LES INITIÉS ET LES FIDÈLES -- RAISONS DE LA FOI ISIAQUE: CONVICTION RELIGIEUSE OU OPPORTUNISME POLITIQUE? -- LES DIEUX ÉGYPTIENS ATTESTÉS EN ITALIE ET LEUR RÉPARTITION -- LA NATURE DES DIEUX ÉGYPTIENS EN ITALIE -- LE CULTE -- LES AUTEURS LATINS ET LA RELIGION ÉGYPTIENNE -- INTRODUCTION. IMPORTANCE DES RELATIONS COMMERCIALES. PÉNÉTRATION EN DEUX PHASES -- LA SICILE ROMAINE -- LES TRAFIQUANTS ITALIENS EN GRÈCE ET DANS LES ÎLES DE LA MER ÉGÉE -- LES TRAFIQUANTS ITALIENS EN ASIE MINEURE -- LA RÉPUBLIQUE ROMAINE ET L'ÉGYPTE PTOLÉMAÏQUE -- LA PROVINCE ROMAINE D'ÉGYPTE ET L'ITALIE -- L'EXTENSION DES CULTES ÉGYPTIENS: LES SITES ISIAQUES D'ITALIE -- NATURE ET EMPLACEMENT DES SITES ISIAQUES EN ITALIE -- ESSAI SUR LES VOlES DE PÉNÉTRATION A L'INTÉRIEUR DE L'ITALIE -- LA POLITIQUE RELIGIEUSE AVANT L'ENTRÉE DES CULTES ISIAQUES -- LES DIEUX ÉGYPTIENS DE SYLLA A OCTAVE -- LES DIEUX ÉGYPTIENS D'AUGUSTE A OTHON: DES PERSÉCUTIONS AUX EMPEREURS ÉGYPTOPHILES -- LES DIEUX ÉGYPTIENS PROTECTEURS DES FLAVIENS -- LES ANTONINS: DE LA NEUTRALITÉ DE TRAJAN A L'ENGOUEMENT DE COMMODE -- LES SÉVÈRES ET L'APOGÉE DES DIEUX ÉGYPTIENS -- L'EFFACEMENT DES DIEUX ÉGYPTIENS SOUS L'ANARCHIE MILITAIRE ET LES EMPEREURS ILLYRIENS -- LE IVe SIÈCLE: LES DIEUX ÉGYPTIENS AU SERVICE DE LA RÉACTION PAÏENNE -- L'IMPORTANCE DES CULTES ÉGYPTIENS -- LES RAPPORTS DES CULTES ÉGYPTIENS AVEC LES CULTES ORIENTAUX -- CONCLUSIONS -- BIBLIOGRAPHIE -- INDEX ANALYTIQUE.