Name: identification of dynamical systems with small noise (en Inglés)
SKU: 3415938
Price: 95.37 USD
Availability: InStock
Author: kutoyants

portada identification of dynamical systems with small noise (en Inglés)

identification of dynamical systems with small noise (en Inglés)

Formato

Libro Físico

Editorial

Springer

Autor

kutoyants

Idioma

Inglés

N° páginas

308

ISBN

0792330536

ISBN13

9780792330530

Categorías

Matemáticas aplicadas

identification of dynamical systems with small noise (en Inglés)

Kutoyants (Autor) · Springer · Libro Físico

Libro Nuevo Importado

Envío: 17 a 24 días háb.

$ 190.74$ 95.37

-50%

Costos de importación incluídos en el precio ✅

Libro Nuevo

Quedan más de 100 unidades

$ 95.37

Llega entre el 15 Sep y el 28 Sep a Quito, Pichincha. Seleccionar ubicación

Agregar a lista de deseos

Reseña del libro "identification of dynamical systems with small noise (en Inglés)"

this volume studies parametric and nonparametric estimation through the observation of diffusion-type processes. the properties of maximum likelihood, bayes, and minimum distance estimators are considered in the context of the asymptotics of low noise. it is shown that, under certain conditions relating to regularity, these estimators are consistent and asymptotically normal. their properties in nonregular cases are also discussed. here, nonregularity means the absence of derivatives with respect to parameters, random initial value, incorrectly specified observations, nonidentifiable models, etc. the book has seven chapters. the first presents some auxiliary results needed in the subsequent work. chapter 2 is devoted to the asymptotic properties of estimators in standard and nonstandard situations. chapter 3 considers expansions of the maximum likelihood estimator and the distribution function. chapters 4 and 5 cover nonparametric estimation and the disorder problem. chapter 6 discusses problems of parameter estimator for linear and nonlinear partially observed models. the final chapter studies the properties of a wide range of minimum distance estimators. the book concludes with a remarks section, references and index. the volume will be of interest to statisticians, researchers in probability theory and stochastic processes, systems theory and communication theory.