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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.] |
| 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 | ||
|
Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.]
| Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.] |
| Pubbl/distr/stampa | Cham [etc.], : Springer, 2015 |
| Descrizione fisica | XVI, 224 p. : ill. ; 24 cm |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Soggetto non controllato |
First passage problem
Infinitely divisible distributions Reflected Lévy process Self-similar Lévy process Selfdecomposable distributions |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters V. |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0105347 |
| Cham [etc.], : Springer, 2015 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.]
| Lévy matters 5. : functionals of Lévy processes / Lars Nørvang Andersen ... [et al.] |
| Edizione | [Cham [etc.] : Springer, 2015] |
| Pubbl/distr/stampa | XVI, 224 p., : ill. ; 24 cm |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Soggetto topico |
60K35 - Interacting random processes; statistical mechanics type models; percolation theory [MSC 2020]
60G51 - Processes with independent increments; Lévy processes [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] 60K20 - Applications of Markov renewal processes (reliability, queueing networks, etc.) [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Altri titoli varianti | Lévy matters V. |
| Record Nr. | UNICAMPANIA-SUN0105347 |
| XVI, 224 p., : ill. ; 24 cm | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multifractals and 1/f noise : wild self-affinity in physics (1963-1976)
| Multifractals and 1/f noise : wild self-affinity in physics (1963-1976) |
| Descrizione fisica | VIII, 442 p. : ill. ; 24 cm. |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
28A80 - Fractals [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 76F20 - Dynamical systems approach to turbulence [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] |
| ISBN |
03-87985-39-5
978-03-87985-39-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0049483 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
|
Multifractals and 1/f noise : wild self-affinity in physics (1963-1976)
| Multifractals and 1/f noise : wild self-affinity in physics (1963-1976) |
| Descrizione fisica | VIII, 442 p. : ill. ; 24 cm |
| Soggetto topico |
28-XX - Measure and integration [MSC 2020]
28A80 - Fractals [MSC 2020] 60G42 - Martingales with discrete parameter [MSC 2020] 76F20 - Dynamical systems approach to turbulence [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] |
| ISBN |
03-87985-39-5
978-03-87985-39-8 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-VAN0049483 |
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
|
Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
| Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
| Autore | Major, Péter |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 126 p. ; 24 cm |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0101557 |
Major, Péter
|
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| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major
| Multiple Wiener-Itô integrals : with applications to limit theorems / Péter Major |
| Autore | Major, Péter |
| Edizione | [2. ed] |
| Pubbl/distr/stampa | Cham, : Springer, 2014 |
| Descrizione fisica | XIII, 126 p. ; 24 cm |
| Soggetto topico |
60H05 - Stochastic integrals [MSC 2020]
60G18 - Self-similar stochastic processes [MSC 2020] 60Fxx - Limit theorems in probability theory [MSC 2020] |
| Soggetto non controllato |
Diagram formula
Large-scale limit Self-similar fields Wiener chaos Wiener–Itô integrals |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0101557 |
|
Major, Péter
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||
| Cham, : Springer, 2014 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stable Non-Gaussian Self-Similar Processes with Stationary Increments / Vladas Pipiras, Murad S. Taqqu
| Stable Non-Gaussian Self-Similar Processes with Stationary Increments / Vladas Pipiras, Murad S. Taqqu |
| Autore | Pipiras, Vladas |
| Pubbl/distr/stampa | Cham, : Springer, 2017 |
| Descrizione fisica | xiii, 135 p. ; 24 cm |
| Altri autori (Persone) | Taqqu, Murad S. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G60 - Random fields [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] |
| Soggetto non controllato |
Isometries
Minimality Mixed Moving Averages Non-singular Flows and their Functionals Rigidity Self-similarity Stationarity of Increments Symmetric Stable Processes |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Titolo uniforme | |
| Record Nr. | UNICAMPANIA-VAN0123509 |
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Pipiras, Vladas
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| Cham, : Springer, 2017 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Stable Non-Gaussian Self-Similar Processes with Stationary Increments / Vladas Pipiras, Murad S. Taqqu
| Stable Non-Gaussian Self-Similar Processes with Stationary Increments / Vladas Pipiras, Murad S. Taqqu |
| Autore | Pipiras, Vladas |
| Edizione | [Cham : Springer, 2017] |
| Descrizione fisica | Pubblicazione in formato elettronico |
| Altri autori (Persone) | Taqqu, Murad S. |
| Soggetto topico |
60-XX - Probability theory and stochastic processes [MSC 2020]
60G60 - Random fields [MSC 2020] 60G18 - Self-similar stochastic processes [MSC 2020] |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNICAMPANIA-SUN0123509 |
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Pipiras, Vladas
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| Materiale a stampa | ||
| Lo trovi qui: Univ. Vanvitelli | ||
| ||
Soggetto topico
-
60G18 - Self-similar stochastic processes [MSC 2020]
(18)
- 60G51 - Processes with independent increments; Lévy processes [MSC 2020] (8)
- 60E07 - Infinitely divisible distributions; stable distributions [MSC 2020] (6)
- 60G52 - Stable stochastic processes [MSC 2020] (6)
- 60G10 - Stationary stochastic processes [MSC 2020] (4)