Statistical analysis of random fields:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English Russian |
| Veröffentlicht: |
Dordrecht [u.a.]
Kluwer
[1989]
|
| Schriftenreihe: | Mathematics and its applications / Soviet series
Volume 28 |
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Aus dem Russ. übers. |
| Beschreibung: | x, 244 Seiten |
| ISBN: | 9027728003 |
Internformat
MARC
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| 100 | 1 | |a Ivanov, Aleksandr V. |0 (DE-588)17192777X |4 aut | |
| 240 | 1 | 0 | |a Statističeskij analiz slučajnych polej |
| 245 | 1 | 0 | |a Statistical analysis of random fields |c A. V. Ivanov and N. N. Leonenko |
| 264 | 1 | |a Dordrecht [u.a.] |b Kluwer |c [1989] | |
| 264 | 4 | |c © 1989 | |
| 300 | |a x, 244 Seiten | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 1 | |a Mathematics and its applications / Soviet series |v Volume 28 | |
| 500 | |a Aus dem Russ. übers. | ||
| 650 | 7 | |a Campos aleatórios |2 larpcal | |
| 650 | 7 | |a Processos estocasticos |2 larpcal | |
| 650 | 7 | |a Statistique mathématique |2 ram | |
| 650 | 4 | |a Mathematical statistics | |
| 650 | 4 | |a Random fields | |
| 650 | 0 | 7 | |a Statistik |0 (DE-588)4056995-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Zufälliges Feld |0 (DE-588)4191094-1 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Zufälliges Feld |0 (DE-588)4191094-1 |D s |
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| 689 | 1 | 0 | |a Zufälliges Feld |0 (DE-588)4191094-1 |D s |
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| 700 | 1 | |a Leonenko, Nikolaj |d 20. Jht. |0 (DE-588)1089273398 |4 aut | |
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| 810 | 2 | |a Soviet series |t Mathematics and its applications |v Volume 28 |w (DE-604)BV004708148 |9 28 | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-002550192 | |
Datensatz im Suchindex
| _version_ | 1808860851674808320 |
|---|---|
| adam_text |
Contents
Series Editor's Preface vii
Preface ix
1. Elements of the Theory of Random Fields 1
1.1. Basic concepts and notation 1
1.2. Homogeneous and isotropic random fields 9
1.3. Spectral properties of higher order moments
of random fields 20
1.4. Some properties of the uniform distribution 24
1.5. Variances of integrals of random fields 27
1.6. Weak dependence conditions for random fields 32
1.7. A central limit theorem 35
1.8. Moment inequalities 43
1.9. Invariance principle 49
2. Limit Theorems for Functional of Gaussian Fields 54
2.1. Variances of integrals of local Gaussian functionals 54
2.2. Reduction conditions for strongly dependent random fields 61
2.3. Central limit theorem for non linear transformations
of Gaussian fields 70
2.4. Approximation for distribution of geometric functionals
of Gaussian fields 76
2.5. Reduction conditions for weighted functionals 83
2.6. Reduction conditions for functionals
depending on a parameter 85
2.7. Reduction conditions for measures of excess
over a moving level 90
2.8. Reduction conditions for characteristics
of the excess over a radial surface 107
2.9. Multiple stochastic integrals 114
2.10. Conditions for attraction of functionals of homogeneous
isotropic Gaussian fields to semi stable processes 117
v
vi CONTENTS
3. Estimation of Mathematical Expectation 129
3.1. Asymptotic properties of the least squares estimators
for linear regression coefficients 129
3.2. Consistency of the least squares estimate
under non linear parametrization 138
3.3. Asymptotic expansion of least squares estimators 146
3.4. Asymptotic normality and convergence of moments
for least squares estimators 155
3.5. Consistency of the least moduli estimators 158
3.6. Asymptotic normality of the least moduli estimators 163
4. Estimation of the Correlation Function 174
4.1. Definition of estimators 174
4.2. Consistency 176
4.3. Asymptotic normality 184
4.4. Asymptotic normality. The case of a homogeneous
isotropic field 196
4.5. Estimation by means of several independent
sample functions 203
4.6. Confidence intervals 208
References 216
Comments 233
Index 240 |
| any_adam_object | 1 |
| author | Ivanov, Aleksandr V. Leonenko, Nikolaj 20. Jht |
| author_GND | (DE-588)17192777X (DE-588)1089273398 |
| author_facet | Ivanov, Aleksandr V. Leonenko, Nikolaj 20. Jht |
| author_role | aut aut |
| author_sort | Ivanov, Aleksandr V. |
| author_variant | a v i av avi n l nl |
| building | Verbundindex |
| bvnumber | BV004078762 |
| callnumber-first | Q - Science |
| callnumber-label | QA274 |
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| callnumber-search | QA274.45 |
| callnumber-sort | QA 3274.45 |
| callnumber-subject | QA - Mathematics |
| classification_rvk | SK 820 |
| classification_tum | MAT 622f MAT 606f |
| ctrlnum | (OCoLC)18223808 (DE-599)BVBBV004078762 |
| dewey-full | 519.2 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2 |
| dewey-search | 519.2 |
| dewey-sort | 3519.2 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Book |
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| id | DE-604.BV004078762 |
| illustrated | Not Illustrated |
| indexdate | 2024-08-31T00:28:55Z |
| institution | BVB |
| isbn | 9027728003 |
| language | English Russian |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-002550192 |
| oclc_num | 18223808 |
| open_access_boolean | |
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| physical | x, 244 Seiten |
| publishDate | 1989 |
| publishDateSearch | 1989 |
| publishDateSort | 1989 |
| publisher | Kluwer |
| record_format | marc |
| series2 | Mathematics and its applications / Soviet series |
| spelling | Ivanov, Aleksandr V. (DE-588)17192777X aut Statističeskij analiz slučajnych polej Statistical analysis of random fields A. V. Ivanov and N. N. Leonenko Dordrecht [u.a.] Kluwer [1989] © 1989 x, 244 Seiten txt rdacontent n rdamedia nc rdacarrier Mathematics and its applications / Soviet series Volume 28 Aus dem Russ. übers. Campos aleatórios larpcal Processos estocasticos larpcal Statistique mathématique ram Mathematical statistics Random fields Statistik (DE-588)4056995-0 gnd rswk-swf Zufälliges Feld (DE-588)4191094-1 gnd rswk-swf Zufälliges Feld (DE-588)4191094-1 s Statistik (DE-588)4056995-0 s DE-604 Leonenko, Nikolaj 20. Jht. (DE-588)1089273398 aut Erscheint auch als Online-Ausgabe 978-94-009-1183-3 Soviet series Mathematics and its applications Volume 28 (DE-604)BV004708148 28 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002550192&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ivanov, Aleksandr V. Leonenko, Nikolaj 20. Jht Statistical analysis of random fields Campos aleatórios larpcal Processos estocasticos larpcal Statistique mathématique ram Mathematical statistics Random fields Statistik (DE-588)4056995-0 gnd Zufälliges Feld (DE-588)4191094-1 gnd |
| subject_GND | (DE-588)4056995-0 (DE-588)4191094-1 |
| title | Statistical analysis of random fields |
| title_alt | Statističeskij analiz slučajnych polej |
| title_auth | Statistical analysis of random fields |
| title_exact_search | Statistical analysis of random fields |
| title_full | Statistical analysis of random fields A. V. Ivanov and N. N. Leonenko |
| title_fullStr | Statistical analysis of random fields A. V. Ivanov and N. N. Leonenko |
| title_full_unstemmed | Statistical analysis of random fields A. V. Ivanov and N. N. Leonenko |
| title_short | Statistical analysis of random fields |
| title_sort | statistical analysis of random fields |
| topic | Campos aleatórios larpcal Processos estocasticos larpcal Statistique mathématique ram Mathematical statistics Random fields Statistik (DE-588)4056995-0 gnd Zufälliges Feld (DE-588)4191094-1 gnd |
| topic_facet | Campos aleatórios Processos estocasticos Statistique mathématique Mathematical statistics Random fields Statistik Zufälliges Feld |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=002550192&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV004708148 |
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