LEADER 01490nam 2200385Ka 450 001 9910693015903321 005 20041109102748.0 035 $a(CKB)5470000002359350 035 $a(OCoLC)56935703 035 9 $aocm56935703 035 $a(OCoLC)995470000002359350 035 $a(EXLCZ)995470000002359350 100 $a20041109d1996 ua 0 101 0 $aeng 135 $aurcn|||||| 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aComparison of the South Florida natural system model with pre-canal Everglades hydrology estimated from historical sources$b[electronic resource] /$fprepared by Christopher McVoy ... in collaboration with Winnie Park and Jayantha Obeysekera 210 1$a[Tallahassee, Fl.] :$c[U.S. Dept. of the Interior], U.S. Geological Survey,$d[1996] 225 1 $aFact sheet ;$vFS-187-96 300 $aTitle from PDF title screen (viewed on Nov. 09, 2004). 300 $a"July, 1996." 606 $aHydraulic engineering$zFlorida$zEverglades 615 0$aHydraulic engineering 700 $aMcVoy$b Christopher$01382699 701 $aPark$b Winifred A$01382700 701 $aObeysekera$b J. T. B$01382701 712 02$aGeological Survey (U.S.) 801 0$bGPO 801 1$bGPO 906 $aBOOK 912 $a9910693015903321 996 $aComparison of the South Florida natural system model with pre-canal Everglades hydrology estimated from historical sources$93426598 997 $aUNINA LEADER 01134nam0 22002891i 450 001 UON00463377 005 20231205105133.848 010 $a04-86255-94-8 100 $a20160118d1988 |0itac50 ba 101 $aeng 102 $aUS 105 $a|||| 1|||| 200 1 $aTreasury of Turkish designs$e670 motifs fron Iznik pottery$fAzade Akar 210 $aNew York$cDover Publications$d1988 215 $aXV, 111 p.$cill.$d29 cm 606 $aCERAMICA$xIZNIK (TURCHIA)$xMotivi decorativi$3UONC088641$2FI 606 $aCERAMICA OTTOMANA$xIZNIK (TURCHIA)$xMOTIVI DECORATIVI$3UONC088642$2FI 620 $aUS$dNew York$3UONL000050 686 $aTUR IX D$cTURCHIA - ARTE - CERAMICA$2A 700 1$aAKAR$bAzade$3UONV229820$0719843 712 $aDover$3UONV246529$4650 801 $aIT$bSOL$c20240220$gRICA 899 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$2UONSI 912 $aUON00463377 950 $aSIBA - SISTEMA BIBLIOTECARIO DI ATENEO$dSI TUR IX D 003 $eSI 15980 7 003 996 $aTreasury of Turkish designs$91398051 997 $aUNIOR LEADER 04040nam 22005775 450 001 9910255456703321 005 20250315152907.0 010 $a9783319710303 010 $a3319710303 024 7 $a10.1007/978-3-319-71030-3 035 $a(CKB)3790000000544837 035 $a(DE-He213)978-3-319-71030-3 035 $a(MiAaPQ)EBC5215418 035 $a(PPN)223956619 035 $a(EXLCZ)993790000000544837 100 $a20180105d2017 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt$2rdacontent 182 $cc$2rdamedia 183 $acr$2rdacarrier 200 10$aParameter Estimation in Fractional Diffusion Models /$fby K?stutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko 205 $a1st ed. 2017. 210 1$aCham :$cSpringer International Publishing :$cImprint: Springer,$d2017. 215 $a1 online resource (XIX, 390 p. 17 illus., 2 illus. in color.) 225 1 $aBocconi & Springer Series, Mathematics, Statistics, Finance and Economics,$x2039-148X ;$v8 311 08$a9783319710297 311 08$a331971029X 320 $aIncludes bibliographical references and index. 327 $a1 Description and properties of the basic stochastic models -- 2 The Hurst index estimators for a fractional Brownian motion -- 3 Estimation of the Hurst index from the solution of a stochastic differential equation -- 4 Parameter estimation in the mixed models via power variations -- 5 Drift parameter estimation in diffusion and fractional diffusion models -- 6 The extended Orey index for Gaussian processes -- 7 Appendix A: Selected facts from mathematical and functional analysis -- 8 Appendix B: Selected facts from probability, stochastic processes and stochastic calculus. 330 $aThis book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is ?white,? i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-term or short-term dependences, i.e., the correlations of random noise in these processes are non-zero, and slowly or rapidly decrease with time. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion. Therefore, the book constructs diffusion models with memory and provides simple and suitable parameter estimation methods in these models, making it a valuable resource for all researchers in this field. The book is addressed to specialists and researchers in the theory and statistics of stochastic processes, practitioners who apply statistical methods of parameter estimation, graduate and post-graduate students who study mathematical modeling and statistics. 410 0$aBocconi & Springer Series, Mathematics, Statistics, Finance and Economics,$x2039-148X ;$v8 606 $aProbabilities 606 $aStatistics 606 $aProbability Theory 606 $aStatistical Theory and Methods 615 0$aProbabilities. 615 0$aStatistics. 615 14$aProbability Theory. 615 24$aStatistical Theory and Methods. 676 $a530.475 700 $aKubilius$b K?stutis$4aut$4http://id.loc.gov/vocabulary/relators/aut$0767645 702 $aMishura$b Yuliya$4aut$4http://id.loc.gov/vocabulary/relators/aut 702 $aRalchenko$b Kostiantyn$4aut$4http://id.loc.gov/vocabulary/relators/aut 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910255456703321 996 $aParameter Estimation in Fractional Diffusion Models$91924976 997 $aUNINA