Yury A. Kutoyants – författare
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11 produkter
Identification of Dynamical Systems with Small Noise
Inbunden, 1994
1096 kr
Lägg i varukorg
Small noise is a good noise. In this work, we are interested in the problems of estimation theory concerned with observations of the diffusion-type process Xo = Xo, 0 ~ t ~ T, (0. 1) where W is a standard Wiener process and St(') is some nonanticipative smooth t function. By the observations X = {X …
Statistical Inference for Ergodic Diffusion Processes
E-bok, 2013
1570 kr
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Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary …
Statistical Inference for Ergodic Diffusion Processes
Häftad, 2010
1259 kr
Lägg i varukorg
Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary …
Statistical Inference for Ergodic Diffusion Processes
Inbunden, 2003
1749 kr
Lägg i varukorg
Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary …
Introduction to the Statistics of Poisson Processes and Applications
Inbunden, 2023
1858 kr
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This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous …
Introduction to the Statistics of Poisson Processes and Applications
E-bok, 2023
2437 kr
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This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous …
Introduction to the Statistics of Poisson Processes and Applications
Häftad, 2024
1858 kr
Lägg i varukorg
This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous …
Hidden Markov Processes and Adaptive Filtering
Inbunden, 2025
1967 kr
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This book is devoted to the problem of adaptive filtering for partially observed systems depending on unknown parameters. Adaptive filters are proposed for a wide variety of models: Gaussian and conditionally Gaussian linear models of diffusion processes; some nonlinear models; telegraph signals in …
Hidden Markov Processes and Adaptive Filtering
E-bok, 2025
2599 kr
Lägg i varukorg
This book is devoted to the problem of adaptive filtering for partially observed systems depending on unknown parameters. Adaptive filters are proposed for a wide variety of models: Gaussian and conditionally Gaussian linear models of diffusion processes; some nonlinear models; telegraph signals in …
Identification of Dynamical Systems with Small Noise
Häftad, 2012
1096 kr
Lägg i varukorg
Small noise is a good noise. In this work, we are interested in the problems of estimation theory concerned with observations of the diffusion-type process Xo = Xo, 0 ~ t ~ T, (0. 1) where W is a standard Wiener process and St(') is some nonanticipative smooth t function. By the observations X = {X …
Identification of Dynamical Systems with Small Noise
E-bok, 2012
1459 kr
Lägg i varukorg
Small noise is a good noise. In this work, we are interested in the problems of estimation theory concerned with observations of the diffusion-type process Xo = Xo, 0 ~ t ~ T, (0. 1) where W is a standard Wiener process and St('') is some nonanticipative smooth t function. By the observations X = …
