Parameter estimation for stochastic processes:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Berlin
Heldermann
[1984]
|
| Series: | Research and exposition in mathematics
6 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Aus dem Russischen übersetzt |
| Physical Description: | viii, 206 Seiten |
| ISBN: | 3885382067 |
Staff View
MARC
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| 100 | 1 | |a Kutoyants, Yu. A. |d 1946- |0 (DE-588)172202272 |4 aut | |
| 240 | 1 | 0 | |a Ocenivanie parametrov slučajnych processov |
| 245 | 1 | 0 | |a Parameter estimation for stochastic processes |c Yu. A. Kutoyants |
| 264 | 1 | |a Berlin |b Heldermann |c [1984] | |
| 264 | 4 | |c © 1984 | |
| 300 | |a viii, 206 Seiten | ||
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Record in the Search Index
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|---|---|
| adam_text |
CONTENTS
INTRODUCTION 1
CHAPTER 1. SOME INFORMATION FROM THE THEORY OF PROBABILITY
AND MATHEMATICAL STATISTICS 4
1.1 Random Variables and Processes 4
1.2 Some Concepts from the Theory of Estimation 9
1.3 Properties of Estimators 14
1.4 On a Problem of Testing of Hypothesis 16
CHAPTER 2. PARAMETER ESTIMATION FOR SIGNALS OBSERVED IN THE
PRESENCE OF GAUSSIAN NOISE 19
2.1 Introduction 19
2.2 Reproducing Kernel Hilbert Space and Likelihood
ratio 21
2.3 Parameter Estimation for Signals in the Smooth Case — 33
2.4 Parameter Estimation for Signals in the Non-Regular
Case 49
CHAPTER 3. PARAMETER ESTIMATION FOR DIFFUSION TYPE PROCESSES 65
3.1 Introduction 65
3.2 Auxiliary Results . 66
3.3 Lower Bound and LAN 69
3.4 Properties of Estimators 84
3.5 Disorder Problem 110
- vii -
CHAPTER 4. PARAMETER ESTIMATION FOR POINT PROCESSES 118
4.1 Introduction 118
4.2 Auxiliary Results 119
4.3 Estimation of the Parameter of Intensity
in the Smooth Case 122
4.4 Estimation of the Parameter of Intensity in the
Discontinuous Case 145
4.5 Estimation of Parameters for Processes of Poisson Type 160
CHAPTER 5. WEAK CONVERGENCE OF LIKELIHOOD RATIO AND PROPERTIES
OF ESTIMATORS 175
5.1 On Methods of Studying the Properties of Estimators . 175
5.2 Hajek Bound 178
5.3 Properties of Estimators in Regular Case 182
5.4 Properties of Estimators in Non-regular Case 193
REFERENCES 201
- viii - |
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| discipline | Mathematik |
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| id | DE-604.BV006140709 |
| illustrated | Not Illustrated |
| indexdate | 2024-09-13T14:00:25Z |
| institution | BVB |
| isbn | 3885382067 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-003881431 |
| oclc_num | 471883655 |
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| owner_facet | DE-703 DE-739 DE-20 DE-384 DE-824 DE-355 DE-BY-UBR DE-706 DE-19 DE-BY-UBM DE-83 DE-11 DE-188 |
| physical | viii, 206 Seiten |
| psigel | TUB-nveb |
| publishDate | 1984 |
| publishDateSearch | 1984 |
| publishDateSort | 1984 |
| publisher | Heldermann |
| record_format | marc |
| series | Research and exposition in mathematics |
| series2 | Research and exposition in mathematics |
| spelling | Kutoyants, Yu. A. 1946- (DE-588)172202272 aut Ocenivanie parametrov slučajnych processov Parameter estimation for stochastic processes Yu. A. Kutoyants Berlin Heldermann [1984] © 1984 viii, 206 Seiten txt rdacontent n rdamedia nc rdacarrier Research and exposition in mathematics 6 Aus dem Russischen übersetzt Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 s Stochastischer Prozess (DE-588)4057630-9 s DE-604 Research and exposition in mathematics 6 (DE-604)BV000017533 6 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003881431&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Kutoyants, Yu. A. 1946- Parameter estimation for stochastic processes Research and exposition in mathematics Stochastischer Prozess (DE-588)4057630-9 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| subject_GND | (DE-588)4057630-9 (DE-588)4044614-1 |
| title | Parameter estimation for stochastic processes |
| title_alt | Ocenivanie parametrov slučajnych processov |
| title_auth | Parameter estimation for stochastic processes |
| title_exact_search | Parameter estimation for stochastic processes |
| title_full | Parameter estimation for stochastic processes Yu. A. Kutoyants |
| title_fullStr | Parameter estimation for stochastic processes Yu. A. Kutoyants |
| title_full_unstemmed | Parameter estimation for stochastic processes Yu. A. Kutoyants |
| title_short | Parameter estimation for stochastic processes |
| title_sort | parameter estimation for stochastic processes |
| topic | Stochastischer Prozess (DE-588)4057630-9 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| topic_facet | Stochastischer Prozess Parameterschätzung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=003881431&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000017533 |
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