Tracked shipping to South Africa with premium packaging for just R199 

Ship to
South Africa
0

My Account

  • argentina
  • chile
  • colombia
  • españa
  • méxico
  • perú
  • estados unidos
  • internacional

menu

Select your country

Americas

Europe

Rest of the world

portada Identification of Dynamical Systems with Small Noise
Type
Physical Book
Author
Publisher
Language
English
Pages
301
Format
Paperback
Dimensions
23.4x15.6x1.7 cm
Weight
0.44 kg.
ISBN13
9789401044448
Categories

Identification of Dynamical Systems with Small Noise

Yury A. Kutoyants (Author) · Springer · Paperback

Identification of Dynamical Systems with Small Noise - Kutoyants, Yury A.

Cheaper New Book Imported to South Africa
Delivery: 08 Dec - 17 Dec Shipping: 14 to 18 business days.
R 1,811
Faster New Book Imported to South Africa
Delivery: 25 Nov - 01 Dec Shipping: 5 to 6 business days.
R 2,453
R 1,811

Choose the list to add your product or create one New List

Go to My Wishlists
Calculate shipping cost

Synopsis "Identification of Dynamical Systems with Small Noise"

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, 0 t T} of this process, we will solve some t of the problems of identification, both parametric and nonparametric. If the trend S(-) is known up to the value of some finite-dimensional parameter St(X) = St((}, X), where (} E e c Rd, then we have a parametric case. The nonparametric problems arise if we know only the degree of smoothness of the function St(X), 0 t T with respect to time t. It is supposed that the diffusion coefficient c is always known. In the parametric case, we describe the asymptotical properties of maximum likelihood (MLE), Bayes (BE) and minimum distance (MDE) estimators as c --+ 0 and in the nonparametric situation, we investigate some kernel-type estimators of unknown functions (say, StO, O t T). The asymptotic in such problems of estimation for this scheme of observations was usually considered as T --+ 00, because this limit is a direct analog to the traditional limit (n --+ 00) in the classical mathematical statistics of i. i. d. observations. The limit c --+ 0 in (0. 1) is interesting for the following reasons.

Customers reviews

More customer reviews
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)
  • 0% (0)

Frequently Asked Questions about the Book

Is the book original?

All books in our catalog are Original.

In what language is the book written?

The book is written in English.

What is the format of this book?

The binding of this edition is Paperback.

Questions and Answers about the Book

Do you have a question about the book? Login to be able to add your own question.

Opinions about Bookdelivery

More customer reviews