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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and …
Modeling and Stochastic Learning for Forecasting in High Dimensions
The chapters in this volume stress the need for advances in theoretical understanding to go hand-in-hand with the widespread practical application of forecasting in industry. …
Optimal Experimental Design
This textbook provides a concise introduction to optimal experimental design and efficiently prepares the reader for research in the area. It presents the common concepts and …
Advances and Challenges in Parametric and Semi-parametric Analysis for Correlated Data
This proceedings volume contains eight selected papers that were presented in the International Symposium in Statistics (ISS) 2015 On Advances in Parametric and Semi-parametric …
Heavy-Tailed Distributions and Robustness in Economics and Finance
This book focuses on general frameworks for modeling heavy-tailed distributions in economics, finance, econometrics, statistics, risk management and insurance. A central theme is …
Time Series Models
This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and linear dynamic models, …
Branching Processes and Their Applications
This volume gathers papers originally presented at the 3rd Workshop on Branching Processes and their Applications (WBPA15), which was held from 7 to 10 April 2015 in Badajoz, Spain …
Bilinear Regression Analysis
This book expands on the classical statistical multivariate analysis theory by focusing on bilinear regression models, a class of models comprising the classical growth curve model …