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Student's T-Distribution and Related Stochastic Processes
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Student's t-Distribution and Related Stochastic Processes (SpringerBriefs in Statistics)
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Condition: New. pp. 112.
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Student's T-Distribution and Related Stochastic Processes
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Add to basketPaperback. Condition: Brand New. 2013 edition. 110 pages. 9.25x6.25x0.25 inches. In Stock.
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Stochastic Differential Systems: Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28-Sept. 2, ... in Control and Information Sciences, 25)
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Condition: New. pp. 380.
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Stochastic Differential Systems: Filtering And Control. Proceedings Of The Ifip-Wg 7/1 Working Conference Vilnius, Lithuania, USSR, August 28 - Sept. 2, 1978.
Language: English
Published by Berlin, Heidelberg: Springer-Verlag, 1980
ISBN 10: 3540104984 ISBN 13: 9783540104988
Broschiert Broschiert. Condition: Sehr gut. IX, 363 Seiten, Lecture Notes in Control and Information Sciences, Band 25. Zust: Gutes Exemplar. Schneller Versand und persönlicher Service - jedes Buch händisch geprüft und beschrieben - aus unserem Familienbetrieb seit über 25 Jahren. Eine Rechnung mit ausgewiesener Mehrwertsteuer liegt jeder unserer Lieferungen bei. Wir versenden mit der deutschen Post. Sprache: Englisch Gewicht in Gramm: 586.
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Student s t-Distribution and Related Stochastic Processes
Language: English
Published by Springer Berlin Heidelberg, 2012
ISBN 10: 3642311458 ISBN 13: 9783642311451
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Add to basketPaperback. Condition: Brand New. spiral-bound edition. 376 pages. 9.61x6.70x0.86 inches. In Stock.
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Studentżs t-Distribution and Related Stochastic Processes
Language: English
Published by Springer Berlin Heidelberg, 2012
ISBN 10: 3642311458 ISBN 13: 9783642311451
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - This brief monograph is an in-depth study of the infinite divisibility and self-decomposability properties of central and noncentral Student's distributions, represented as variance and mean-variance mixtures of multivariate Gaussian distributions with the reciprocal gamma mixing distribution. These results allow us to define and analyse Student-Lévy processes as Thorin subordinated Gaussian Lévy processes. A broad class of one-dimensional, strictly stationary diffusions with the Student's t -marginal distribution are defined as the unique weak solution for the stochastic differential equation. Using the independently scattered random measures generated by the bi-variate centred Student-Lévy process, and stochastic integration theory, a univariate, strictly stationary process with the centred Student's t- marginals and the arbitrary correlation structure are defined. As a promising direction for future work in constructing and analysing new multivariate Student-Lévy type processes, the notion of Lévy copulas and the related analogue of Sklar's theorem are explained.
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Taschenbuch. Condition: Neu. Student's t-Distribution and Related Stochastic Processes | Bronius Grigelionis | Taschenbuch | SpringerBriefs in Statistics | xi | Englisch | 2012 | Springer | EAN 9783642311451 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Taschenbuch. Condition: Neu. Stochastic Differential Systems | Filtering and Control Proceedings of the IFIP-WG 7/1 Working Conference Vilnius, Lithuania, USSR, Aug. 28-Sept. 2, 1978 | B. Grigelionis | Taschenbuch | Lecture Notes in Control and Information Sciences | ix | Englisch | 1980 | Springer | EAN 9783540104988 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu.
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Probability Theory and Mathematical Statistics. Vol. 1
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Proceedings of the Fourth Vilnius Conference : Vilnius, USSR, 24-29 June 1985
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Probability Theory and Mathematical Statistics. Vol. 2
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Hardback. Condition: New. Reprint 2020.
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Probability Theory and Mathematical Statistics. Vol. 1
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Proceedings of the Fifth Vilnius Conference : June 25-july 1, 1989
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