Nonparametric Statistics Diffusion Processes by Bianchi Annamaria (6 results)
- Softcover
Seller: moluna, Greven, , Germanymoluna
Contact seller5-star sellerCondition: New
£ 36.48
£ 42.26 shippingShips from Germany to U.S.A.Quantity: Over 20 available
Condition: New.
- Softcover
Seller: preigu, Osnabrück, Germanypreigu
Contact seller5-star sellerCondition: New
£ 38.48
£ 60.39 shippingShips from Germany to U.S.A.Quantity: 5 available
Taschenbuch. Condition: Neu. Nonparametric Statistics for Diffusion Processes | The multidimensional case | Annamaria Bianchi | Taschenbuch | 116 S. | Englisch | 2010 | LAP LAMBERT Academic Publishing | EAN 9783838317458 | Verantwortliche Person für die EU: BoD - Books on Demand, In de Tarpen 42, 22848 Norderstedt, info[at]bod[d…ot]de | Anbieter: preigu.
- Softcover
Seller: Mispah books, Redhill, SURRE, United KingdomMispah books
Contact seller4-star sellerCondition: Used - As new
£ 101.00
£ 25.00 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Paperback. Condition: Like New. LIKE NEW. SHIPS FROM MULTIPLE LOCATIONS. book.
Language: English
Published by LAP LAMBERT Academic Publishing Mai 2010 2010
- Softcover
- Print on Demand
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, , GermanyBuchWeltWeit Ludwig Meier e.K.
Contact seller5-star sellerCondition: New
£ 43.54
£ 19.84 shippingShips from Germany to U.S.A.Quantity: 2 available
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Diffusion processes are widely used in many applied disciplines, such as biology, physics and financial mathematics. From the applied perspective multivariate diffusions are more interesting than scalar ones since only multidimensio…nal models can describe the evolution of variables which interact among themselves. It is therefore very important to be able to identify such models starting from the observed data. However, while the scalar case has been widely studied, there are very few results for the multidimensional problem since these models present greater difficulties. This work provides a first insight into the problem of identification of multidimensional diffusions: the purpose is to estimate density and drift by the observation of a trajectory of a d-dimensional homogeneous diffusion process with a unique invariant density. Estimators of the kernel type are proposed and their asymptotic properties are studied using different criteria. Rates of convergence are also provided. Performance of the estimators are examined in a simulation study, showing encouraging results. This analysis should be useful to researchers in the field and to anyone who may need to study this subject. 116 pp. Englisch.
Language: English
Published by LAP LAMBERT Academic Publishing Mai 2010 2010
- Softcover
- Print on Demand
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germanybuchversandmimpf2000
Contact seller5-star sellerCondition: New
£ 43.54
£ 51.76 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Diffusion processes are widely used in many applied disciplines, such as biology, physics and financial mathematics. From the applied perspective multivariate diffusions are more interesting than scalar ones since only multidimensional…models can describe the evolution of variables which interact among themselves. It is therefore very important to be able to identify such models starting from the observed data. However, while the scalar case has been widely studied, there are very few results for the multidimensional problem since these models present greater difficulties. This work provides a first insight into the problem of identification of multidimensional diffusions: the purpose is to estimate density and drift by the observation of a trajectory of a d-dimensional homogeneous diffusion process with a unique invariant density. Estimators of the kernel type are proposed and their asymptotic properties are studied using different criteria. Rates of convergence are also provided. Performance of the estimators are examined in a simulation study, showing encouraging results. This analysis should be useful to researchers in the field and to anyone who may need to study this subject.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 116 pp. Englisch.
- Softcover
- Print on Demand
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
Contact seller5-star sellerCondition: New
£ 43.54
£ 52.59 shippingShips from Germany to U.S.A.Quantity: 1 available
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - Diffusion processes are widely used in many applied disciplines, such as biology, physics and financial mathematics. From the applied perspective multivariate diffusions are more interesting than scalar ones since only multidimensional m…odels can describe the evolution of variables which interact among themselves. It is therefore very important to be able to identify such models starting from the observed data. However, while the scalar case has been widely studied, there are very few results for the multidimensional problem since these models present greater difficulties. This work provides a first insight into the problem of identification of multidimensional diffusions: the purpose is to estimate density and drift by the observation of a trajectory of a d-dimensional homogeneous diffusion process with a unique invariant density. Estimators of the kernel type are proposed and their asymptotic properties are studied using different criteria. Rates of convergence are also provided. Performance of the estimators are examined in a simulation study, showing encouraging results. This analysis should be useful to researchers in the field and to anyone who may need to study this subject.
