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A comprehensive account of the statistical theory of exponential
families of stochastic processes. The book reviews the progress in
the field made over the last ten years or so by the authors - two
of the leading experts in the field - and several other
researchers. The theory is applied to a broad spectrum of examples,
covering a large number of frequently applied stochastic process
models with discrete as well as continuous time. To make the
reading even easier for statisticians with only a basic background
in the theory of stochastic process, the first part of the book is
based on classical theory of stochastic processes only, while
stochastic calculus is used later. Most of the concepts and tools
from stochastic calculus needed when working with inference for
stochastic processes are introduced and explained without proof in
an appendix. This appendix can also be used independently as an
introduction to stochastic calculus for statisticians. Numerous
exercises are also included.
A comprehensive account of the statistical theory of exponential
families of stochastic processes. The book reviews the progress in
the field made over the last ten years or so by the authors - two
of the leading experts in the field - and several other
researchers. The theory is applied to a broad spectrum of examples,
covering a large number of frequently applied stochastic process
models with discrete as well as continuous time. To make the
reading even easier for statisticians with only a basic background
in the theory of stochastic process, the first part of the book is
based on classical theory of stochastic processes only, while
stochastic calculus is used later. Most of the concepts and tools
from stochastic calculus needed when working with inference for
stochastic processes are introduced and explained without proof in
an appendix. This appendix can also be used independently as an
introduction to stochastic calculus for statisticians. Numerous
exercises are also included.
Dieses Buch vermittelt ein solides Grundwissen uber Masstheorie,
indem es die wichtigsten Teile derselben in detaillierten, gut
nachvollziehbaren Schritten darlegt sowie mit zahlreichen
Beispielen verbindet. Viele UEbungsaufgaben unterschiedlicher
Schwierigkeitsgrade unterstutzen dabei das Verstandnis des Stoffes.
Zur Selbstkontrolle werden im Anhang Loesungen zu samtlichen
UEbungsaufgaben angegeben. Anwendungen der Masstheorie in der
Stochastik werden in Kapiteln uber bedingte Erwartungen und
Likelihood-Funktionen aufgezeigt. Die benoetigten Vorkenntnisse
sind auf ein Minimum beschrankt, da zu Beginn in ubersichtlicher
Form notwendige Grundlagen aus Mengenlehre und Theorie der reellen
Zahlen wiederholt und vertieft werden.
This volume continues the tradition in the series Hallenser Studien
zur Anglistik und Amerikanistik of representing the full thematic
diversity of research in English and American studies. The articles
- mainly written by young researchers in their postgraduate or
postdoctoral phases - span the areas of English and American
literature, culture studies and linguistics as well as the teaching
of English as a foreign language (Fachdidaktik). At the same time
they represent various theoretical approaches adopted by young
German researchers and the interplay of theoretical and applied
issues.
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