Empirical Estimates in Stochastic Optimization and Identification

AvPavel S. Knopov,Evgeniya J. Kasitskaya

Inbunden, Engelska, 2002

Del 71 i serien Applied Optimization

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Häftad

1 105 kr

Beskrivning

This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extreme points, as well as empirical estimates of functionals with probability 1 and in probability are presented. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics

Produktinformation

Utgivningsdatum:2002-06-30
Mått:156 x 234 x 19 mm
Vikt:565 g
Format:Inbunden
Språk:Engelska
Serie:Applied Optimization
Antal sidor:250
Upplaga:2002
Förlag:Kluwer Academic Publishers
ISBN:9781402007071

Utforska kategorier

Matematisk statistik inom Naturvetenskap och teknik

Innehållsförteckning

1 Introduction.- 2 Parametric Empirical Methods.- 3 Parametric Regression Models.- 4 Periodogram Estimates for Random Processes and Fields.- 5 Nonparametric Identification Problems.- References.

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