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Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire
| Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya, Rabi |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvii, 449 p. : ill. ; 24 cm |
| Altri autori (Persone) | Waymire, Edward C. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Advanced probability
Applications of large deviation theory Birkhoff’s Ergodic Theorem Birth–death chains Discrete parameter Markov processes Discrete parameter Markov processes on a general state space Extended Perron-Frobenius Theorem FKG inequalities Geometric rates of convergence to equilibrium Hitting probabilities and absorption Kalman Filter Large deviation theory for Markov processes Spectral representation of a stationary process Stationary ergodic Markov processes Stochastic processes Weakly stationary processes |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278137 |
Bhattacharya, Rabi
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire
| Stationary Processes and Discrete Parameter Markov Processes / Rabi Bhattacharya, Edward C. Waymire |
| Autore | Bhattacharya, Rabi |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xvii, 449 p. : ill. ; 24 cm |
| Altri autori (Persone) | Waymire, Edward C. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G10 - Stationary stochastic processes [MSC 2020] 60Jxx - Markov processes [MSC 2020] |
| Soggetto non controllato |
Advanced probability
Applications of large deviation theory Birkhoff’s Ergodic Theorem Birth–death chains Discrete parameter Markov processes Discrete parameter Markov processes on a general state space Extended Perron-Frobenius Theorem FKG inequalities Geometric rates of convergence to equilibrium Hitting probabilities and absorption Kalman Filter Large deviation theory for Markov processes Spectral representation of a stationary process Stationary ergodic Markov processes Stochastic processes Weakly stationary processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278137 |
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Bhattacharya, Rabi
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time Series Models / Manfred Deistler, Wolfgang Scherrer
| Time Series Models / Manfred Deistler, Wolfgang Scherrer |
| Autore | Deistler, Manfred |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 201 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherrer, Wolfgang |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] |
| Soggetto non controllato |
AR and ARMA Processes
ARCH and GARCH Models Factor models Forecasting and Filtering Granger Causality Linear Dynamical Systems Multivariate time series State Space Systems Time Series Analysis Time and Frequency Domain Weakly stationary processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0278215 |
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Deistler, Manfred
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| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Time Series Models / Manfred Deistler, Wolfgang Scherrer
| Time Series Models / Manfred Deistler, Wolfgang Scherrer |
| Autore | Deistler, Manfred |
| Pubbl/distr/stampa | Cham, : Springer, 2022 |
| Descrizione fisica | xiv, 201 p. : ill. ; 24 cm |
| Altri autori (Persone) | Scherrer, Wolfgang |
| Soggetto topico |
62-XX - Statistics [MSC 2020]
62H12 - Estimation in multivariate analysis [MSC 2020] 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020] 62M20 - Inference from stochastic processes and prediction; filtering [MSC 2020] 62P20 - Applications of statistics to economics [MSC 2020] |
| Soggetto non controllato |
AR and ARMA Processes
ARCH and GARCH Models Factor models Forecasting and Filtering Granger Causality Linear Dynamical Systems Multivariate time series State Space Systems Time Series Analysis Time and Frequency Domain Weakly stationary processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN00278215 |
|
Deistler, Manfred
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||
| Cham, : Springer, 2022 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||