Posted by **ksveta6** at March 28, 2018

2013 | ISBN: 9814447994 | English | 176 pages | PDF | 2 MB

Posted by **AvaxGenius** at June 4, 2018

English | PDF,EPUB | 2018 | 277 Pages | ISBN : 3319555677 | 12.31 MB

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations driven by Wiener process, Lévy processes or fractional Brownian motion, as well as CARMA, COGARCH, and Point processes. The package performs various central statistical analyses such as quasi maximum likelihood estimation, adaptive Bayes estimation, structural change point analysis, hypotheses testing, asynchronous covariance estimation, lead-lag estimation, LASSO model selection, and so on.

Posted by **First1** at Dec. 27, 2017

English | August 13th, 2014 | ASIN: B00MH6M65W, ISBN: 0486780643 | 304 Pages | EPUB | 9.78 MB

This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory. The authors have distilled the essence of many years' research into a dozen concise chapters. "Strongly recommended" by the Journal of the American Statistical Association upon its initial publication, this revised and updated edition features contributions from two well-known statisticians that include a new Preface, updated references, and findings from recent research.

Posted by **Nice_smile)** at Feb. 15, 2017

English | 2006 | ISBN: 0821841459 | 410 Pages | DJVU | 2.81 MB

Posted by **roxul** at April 17, 2016

English | ISBN: 0821811835 | 2000 | 216 pages | PDF, DJVU | 13 MB

Posted by **bookwarrior** at Dec. 14, 2015

2014 | 644 Pages | ISBN: 3642540740 | PDF | 5 MB

Posted by **tanas.olesya** at Aug. 19, 2015

English | 21 Feb. 2014 | ISBN: 3642540740 | 830 Pages | PDF | 6 MB

The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes.

Posted by **step778** at May 27, 2015

2007 | pages: 100 | ISBN: 3866441444 | PDF | 1,3 mb

Posted by **avava** at July 13, 2014

ISBN: 3642540740 | 2014 | PDF | 630 pages | 6.1 MB

Posted by **TimMa** at March 5, 2014

Publisher: Springer | 1996 | ISBN: 0387947132 | English | PDF | 169 pages | 3.7 Mb

This work discusses discrete time and continuous time, with emphasis on the kernel methods. Recent results concerning optimal and superoptimal convergence rates are presented, and the implementation of the method is discussed.