Articoli correlati a Exponential Families of Stochastic Processes
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Written by two of the leading researchers in the field, this will be the first book-treatment of the literature on exponential families of stochastic processes. It will be of interest to theoretical statisticians and probabilists.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
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.
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
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Exponential Families of Stochastic Processes
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Exponential Families of Stochastic Processes (Paperback)
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Springer-Verlag New York Inc., New York, NY, 2013
ISBN 10: 1475771002
ISBN 13: 9781475771008
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Paperback. Condizione: new. Paperback. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781475771008
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Exponential Families of Stochastic Processes (Springer Series in Statistics)
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Condizione: New. Codice articolo ABLIING23Mar2716030093886
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Exponential Families of Stochastic Processes
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Springer New York Mrz 2013, 2013
ISBN 10: 1475771002
ISBN 13: 9781475771008
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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. 336 pp. Englisch. Codice articolo 9781475771008
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Exponential Families of Stochastic Processes (Springer Series in Statistics)
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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 4207694
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Exponential Families of Stochastic Processes
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Springer-Verlag New York Inc., 2013
ISBN 10: 1475771002
ISBN 13: 9781475771008
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Condizione: New. Series: Springer Series in Statistics. Num Pages: 332 pages, biography. BIC Classification: PBW. Category: (P) Professional & Vocational. Dimension: 229 x 152 x 18. Weight in Grams: 493. . 2013. Softcover reprint of the original 1st ed. 1997. Paperback. . . . . Codice articolo V9781475771008
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Exponential Families of Stochastic Processes
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Condizione: New. pp. 336. Codice articolo 2697860998
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Exponential Families of Stochastic Processes
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Springer New York, Springer New York Mär 2013, 2013
ISBN 10: 1475771002
ISBN 13: 9781475771008
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Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. 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,italsogivesri setoa 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 9781475771008
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