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Non-Gaussian Selfsimilar Stochastic Processes / Ciprian Tudor
| Non-Gaussian Selfsimilar Stochastic Processes / Ciprian Tudor |
| Autore | Tudor, Ciprian |
| Pubbl/distr/stampa | Cham, : Springer, 2023 |
| Descrizione fisica | xii, 101 p. : ill. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60G22 - Fractional processes, including fractional Brownian motion [MSC 2020] 60H05 - Stochastic integrals [MSC 2020] 60H15 - Stochastic partial differential equations (aspects of stochastic analysis) [MSC 2020] 62M09 - Non-Markovian processes: estimation [MSC 2020] |
| Soggetto non controllato |
Hermite Processes
Hermite noise Mulitple Stochastic Integrals Non-Gaussian Stochastic Processes Parameter Estimation Selfsimilar Stochastic Processes Stochastic Integration of Hermite Processes Stochastic differential equations Wiener chaos |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00279547 |
Tudor, Ciprian
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| Cham, : Springer, 2023 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonparametric Statistics for Stochastic Processes : Estimation and Prediction / D. Bosq
| Nonparametric Statistics for Stochastic Processes : Estimation and Prediction / D. Bosq |
| Autore | Bosq, Denis |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | New York, : Springer, 1998 |
| Descrizione fisica | xvi, 210 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 62G07 - Density estimation [MSC 2020] 62M09 - Non-Markovian processes: estimation [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Kernels
Markov Processes Mixing Statistics Stochastic processes Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00298570 |
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Bosq, Denis
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| New York, : Springer, 1998 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Nonparametric Statistics for Stochastic Processes : Estimation and Prediction / D. Bosq
| Nonparametric Statistics for Stochastic Processes : Estimation and Prediction / D. Bosq |
| Autore | Bosq, Denis |
| Pubbl/distr/stampa | New York, : Springer, 1996 |
| Descrizione fisica | xii, 169 p. ; 24 cm |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
62-XX - Statistics [MSC 2020] 62G07 - Density estimation [MSC 2020] 62M09 - Non-Markovian processes: estimation [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Kernels
Markov Processes Mixing Statistics Stochastic processes Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00297005 |
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Bosq, Denis
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| New York, : Springer, 1996 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Quasi-Likelihood And Its Application : A General Approach to Optimal Parameter Estimation / Christopher C. Heyde
| Quasi-Likelihood And Its Application : A General Approach to Optimal Parameter Estimation / Christopher C. Heyde |
| Autore | Heyde, Christopher C. |
| Pubbl/distr/stampa | New York, : Springer, 1997 |
| Descrizione fisica | ix, 235 p. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62F10 - Point estimation [MSC 2020] 62F12 - Asymptotic properties of parametric estimators [MSC 2020] 62M05 - Markov processes: estimation; hidden Markov models [MSC 2020] 62M09 - Non-Markovian processes: estimation [MSC 2020] |
| Soggetto non controllato |
Estimators
Generalized Linear Models Likelihood Mathematics Optimization Probability Statistics Stochastic processes Variance |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00297860 |
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Heyde, Christopher C.
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| New York, : Springer, 1997 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Threshold Models in Non-linear Time Series Analysis / Howell Tong
| Threshold Models in Non-linear Time Series Analysis / Howell Tong |
| Autore | Tong, Howell |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | x, 323 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62M09 - Non-Markovian processes: estimation [MSC 2020] |
| Soggetto non controllato |
Ergodicity
Series Spectral Analysis Time Time Series Analysis Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268634 |
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Tong, Howell
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Threshold Models in Non-linear Time Series Analysis / Howell Tong
| Threshold Models in Non-linear Time Series Analysis / Howell Tong |
| Autore | Tong, Howell |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1983 |
| Descrizione fisica | x, 323 p. : ill. ; 24 cm |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M09 - Non-Markovian processes: estimation [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Ergodicity
Series Spectral Analysis Time Time Series Analysis Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268634 |
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Tong, Howell
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| New York, : Springer-Verlag, 1983 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Time Series : Theory and Methods / Peter J. Brockwell, Richard A. Davis
| Time Series : Theory and Methods / Peter J. Brockwell, Richard A. Davis |
| Autore | Brockwell, Peter J. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1987 |
| Descrizione fisica | xiv, 520 p. : ill. ; 24 cm |
| Altri autori (Persone) | Davis, Richard A. |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62M09 - Non-Markovian processes: estimation [MSC 2020] |
| Soggetto non controllato |
Estimator
Likelihood Statistics Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0268988 |
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Brockwell, Peter J.
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| New York, : Springer-Verlag, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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Time Series : Theory and Methods / Peter J. Brockwell, Richard A. Davis
| Time Series : Theory and Methods / Peter J. Brockwell, Richard A. Davis |
| Autore | Brockwell, Peter J. |
| Pubbl/distr/stampa | New York, : Springer-Verlag, 1987 |
| Descrizione fisica | xiv, 520 p. : ill. ; 24 cm |
| Altri autori (Persone) | Davis, Richard A. |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62M09 - Non-Markovian processes: estimation [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M15 - Inference from stochastic processes and spectral analysis [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] |
| Soggetto non controllato |
Estimator
Likelihood Statistics Time series |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00268988 |
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Brockwell, Peter J.
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| New York, : Springer-Verlag, 1987 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
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