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Foundations of Modern Statistics : Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019 / Denis Belomestny ... [et al.] editors
| Foundations of Modern Statistics : Festschrift in Honor of Vladimir Spokoiny, Berlin, Germany, November 6–8, 2019, Moscow, Russia, November 30, 2019 / Denis Belomestny ... [et al.] editors |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | x, 605 p. : ill. ; 24 cm |
| Soggetto topico |
00B25 - Proceedings of conferences of miscellaneous specific interest [MSC 2020]
00B30 - Festschriften [MSC 2020] 62-XX - Statistics [MSC 2020] |
| Soggetto non controllato |
Bayes Estimation
Linear Models Maximum Likelihood Parameter Estimation Statistical Hypothesis Testing |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278810 |
| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
| Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2015 |
| Descrizione fisica | XV, 286 p. ; 24 cm |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Soggetto non controllato |
Adaptive estimation
Estimation with discrete observations Non-parametric estimation Parametric estimation of Lévy processes Spectral estimators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters IV. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101402 |
| Cham, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
| Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
| Pubbl/distr/stampa | Cham, : Springer, 2015 |
| Descrizione fisica | XV, 286 p. ; 24 cm |
| Soggetto topico |
60F05 - Central limit and other weak theorems [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] 91Gxx - Actuarial science and mathematical finance [MSC 2020] |
| Soggetto non controllato |
Adaptive estimation
Estimation with discrete observations Non-parametric estimation Parametric estimation of Lévy processes Spectral estimators |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters IV. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN00101402 |
| Cham, : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.]
| Lévy matters 4. : estimation for discretely observed Lévy processes / Denis Belomestny ... [et al.] |
| Edizione | [Cham : Springer, 2015] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60J10 - Markov chains (discrete-time Markov processes on discrete state spaces) [MSC 2020]
91Gxx - Actuarial science and mathematical finance [MSC 2020] 60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G10 - Stationary stochastic processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60F05 - Central limit and other weak theorems [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 60G52 - Stable stochastic processes [MSC 2020] 62G05 - Nonparametric estimation [MSC 2020] 60G70 - Extreme value theory; extremal stochastic processes [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 91B84 - Economic time series analysis [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters IV. |
| Record Nr. | UNICAMPANIA-SUN0101402 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
|