Stochastic differential equations are differential equations whose solutions are stochastic processes. They exhibit appealing mathematical properties that are useful in modeling uncertainties and no……続きを見る
A Cohesive Approach to Regression Models
Confidence Intervals in Generalized Regression Models introduces a unified representation-the generalized regression model (GRM)-of various types of regressi……続きを見る
DIE SENSIBILITÄT FÜR DEN MISSBRAUCH STATISTISCHER METHODEN ERHÖHEN
Unter dem Begriff „Bad Science“ verstehen die Autoren und Herausgeber dieses Bandes sowohl schlampiges Vorgehen beim wissenschaftli……続きを見る
This book will cover heuristic optimization techniques and applications in engineering problems. The book will be divided into three sections that will provide coverage of the techniques, which can ……続きを見る
Thoroughly updated throughout, A First Course in Linear Model Theory, Second Edition is an intermediate-level statistics text that fills an important gap by presenting the theory of linear statistic……続きを見る
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals i……続きを見る
Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, ……続きを見る
This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical finance, actuarial science and engineer……続きを見る
Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. Randomness arises in communication systems at many levels: for e……続きを見る
著者:Simo Särkkä
出版社: Cambridge University Press
発売日: 2015年11月10日
Filtering and smoothing methods are used to produce an accurate estimate of the state of a time-varying system based on multiple observational inputs (data). Interest in these methods has exploded i……続きを見る