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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.
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Contenuti
Natural Exponential Families of Léevy Processes.- Definitions and Examples.- First Properties.- Random Time Transformations.- Exponential Families of Markov Processes.- The Envelope Families.- Likelihood Theory.- Linear Stochastic Differential Equations with Time Delay.- Sequential Methods.- The Semimartingale Approach.- Alternative Definitions.
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Book by Kchler Uwe Sorensen Michael
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Exponential families of stochastic processes Uwe Küchler, Michael Sørensen. Springer series in statistics; Springer Series in Statistics.
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New York, Springer [1997]., 1997
ISBN 10: 038794981X
ISBN 13: 9780387949819
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Hardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 KUE 9780387949819 Sprache: Englisch Gewicht in Gramm: 1150. Codice articolo 2508566
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Exponential Families of Stochastic Processes
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Condizione: Sehr gut. Zustand: Sehr gut | Seiten: 336 | Sprache: Englisch | Produktart: Sonstiges. Codice articolo 507672/202
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Exponential Families of Stochastic Processes
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Condizione: Good. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780387949819. Codice articolo 8983234
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Exponential Families of Stochastic Processes. Springer Series in Statistics
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Condizione: New. First edition, first printing, 322 pp., hardcover, new. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Codice articolo ZB1320852
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Exponential Families of Stochastic Processes (Springer Series in Statistics).
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Springer-Verlag New York, Inc., 1997
ISBN 10: 038794981X
ISBN 13: 9780387949819
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gebundene Ausgabe. Condizione: Sehr gut. Zust: Gutes Exemplar. X, 332 Seiten, Englisch 608g. Codice articolo 493284
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Exponential Families of Stochastic Processes (Springer Series in Statistics)
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Springer (edition 1997), 1997
ISBN 10: 038794981X
ISBN 13: 9780387949819
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Hardcover. Condizione: Good. 1997. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported. Codice articolo 038794981X-11-1
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Exponential Families of Stochastic Processes
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. * The first book to cover exponential families of stochastic processes * The statistical concepts are explained carefully so that probabilists with only a basic background in statistics can use the book to get into statistical inference for stochastic proce. Codice articolo 5912275
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Exponential Families of Stochastic Processes (Springer Series in Statistics)
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hardcover. Condizione: New. In shrink wrap. Looks like an interesting title! Codice articolo Q-038794981X
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Exponential Families of Stochastic Processes
Print on DemandDa: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Buch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This is author-approved bcc: This book provides 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. A large number of frequently applied stochastic process models with discrete as well as with continuous time are covered by the theory developed in the book. The exponential families of stochastic processes are the most tractable type of statistical models for stochastic processes. On the other hand, they include models that are complex enough to exhibit basic inference problems that are peculiar to stochastic process models. Therefore they are a good starting point for the statistican who plans to work in this interesting and vigorous field. To make the reading 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 late in the book. Most of the concepts and tools from stochastic calculus that a statistician is likely to need, when working with inference for stochastic processes, are introduced and explained without proof in an appendix. The appendix can also be used independently as an introduction to stochastic calculus for statisticians. The statistical concepts are explained carefully so that probabilists with only a basic backgroundin statistics can use the book to get into statistical inference for stochastic processes. Exercises are included to make the book useful for an advanced 336 pp. Englisch. Codice articolo 9780387949819
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Exponential Families of Stochastic Processes
Editore:
Springer New York, Springer US Jul 1997, 1997
ISBN 10: 038794981X
ISBN 13: 9780387949819
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Buch. Condizione: Neu. Neuware -Exponential families of stochastic processes are parametric stochastic p- cess models for which the likelihood function exists at all nite times and has an exponential representation where the dimension of the canonical statistic is nite and independent of time. This de nition not only covers manypracticallyimportantstochasticprocessmodels,italsogivesrisetoa rather rich theory. This book aims at showing both aspects of exponential families of stochastic processes. Exponential families of stochastic processes are tractable from an a- lytical as well as a probabilistic point of view. Therefore, and because the theory covers many important models, they form a good starting point for an investigation of the statistics of stochastic processes and cast interesting light on basic inference problems for stochastic processes. Exponential models play a central role in classical statistical theory for independent observations, where it has often turned out to be informative and advantageous to view statistical problems from the general perspective of exponential families rather than studying individually speci c expon- tial families of probability distributions. The same is true of stochastic process models. Thus several published results on the statistics of parti- lar process models can be presented in a uni ed way within the framework of exponential families of stochastic processes.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 336 pp. Englisch. Codice articolo 9780387949819
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