Curved Exponential Families of Stochastic Processes and Their Envelope Families
Author: Uwe Küchler
Publisher:
Published: 1992
Total Pages: 52
ISBN-13:
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Author: Uwe Küchler
Publisher:
Published: 1992
Total Pages: 52
ISBN-13:
DOWNLOAD EBOOKAuthor: Uwe Küchler
Publisher: Springer Science & Business Media
Published: 2006-05-09
Total Pages: 325
ISBN-13: 0387227652
DOWNLOAD EBOOKA 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.
Author: Uwe Kuchler
Publisher:
Published: 2014-01-15
Total Pages: 336
ISBN-13: 9781475770995
DOWNLOAD EBOOKAuthor: Uwe Küchler
Publisher:
Published: 1987
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: U. Küchler
Publisher:
Published: 1987
Total Pages: 40
ISBN-13:
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Publisher:
Published: 1996
Total Pages: 712
ISBN-13:
DOWNLOAD EBOOKAuthor: Uwe Küchler
Publisher:
Published: 1991
Total Pages: 56
ISBN-13:
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