Author: Richard A. Davis
Publisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
Extremes of Moving Averages of Random Variables with Finite Endpoint
Author: Richard A. Davis
Publisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 28
Book Description
Handbook of Financial Time Series
Author: Torben Gustav Andersen
Publisher: Springer Science & Business Media
ISBN: 3540712976
Category : Business & Economics
Languages : en
Pages : 1045
Book Description
The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
Publisher: Springer Science & Business Media
ISBN: 3540712976
Category : Business & Economics
Languages : en
Pages : 1045
Book Description
The Handbook of Financial Time Series gives an up-to-date overview of the field and covers all relevant topics both from a statistical and an econometrical point of view. There are many fine contributions, and a preamble by Nobel Prize winner Robert F. Engle.
High Dimensional Probability
Author: Ernst Eberlein
Publisher: Birkhäuser
ISBN: 3034888295
Category : Mathematics
Languages : en
Pages : 336
Book Description
What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem or in the methods by which it is approached. Let us give a specific example that can be immediately understood, that of Gaussian processes. Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. Assuming some regularity on the covariance, one tried to take advantage of the structure of the index set. Around 1970 it was understood, in particular by Dudley, Feldman, Gross, and Segal that a more abstract and intrinsic point of view was much more fruitful. The index set was no longer considered as a subset of Euclidean space, but simply as a metric space with the metric canonically induced by the process. This shift in perspective subsequently lead to a considerable clarification of many aspects of Gaussian process theory, and also to its applications in other settings.
Publisher: Birkhäuser
ISBN: 3034888295
Category : Mathematics
Languages : en
Pages : 336
Book Description
What is high dimensional probability? Under this broad name we collect topics with a common philosophy, where the idea of high dimension plays a key role, either in the problem or in the methods by which it is approached. Let us give a specific example that can be immediately understood, that of Gaussian processes. Roughly speaking, before 1970, the Gaussian processes that were studied were indexed by a subset of Euclidean space, mostly with dimension at most three. Assuming some regularity on the covariance, one tried to take advantage of the structure of the index set. Around 1970 it was understood, in particular by Dudley, Feldman, Gross, and Segal that a more abstract and intrinsic point of view was much more fruitful. The index set was no longer considered as a subset of Euclidean space, but simply as a metric space with the metric canonically induced by the process. This shift in perspective subsequently lead to a considerable clarification of many aspects of Gaussian process theory, and also to its applications in other settings.
Statistical Theory and Method Abstracts
Author:
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 492
Book Description
Publisher:
ISBN:
Category : Statistics
Languages : en
Pages : 492
Book Description
Research in Progress
Author:
Publisher:
ISBN:
Category : Military research
Languages : en
Pages : 274
Book Description
Publisher:
ISBN:
Category : Military research
Languages : en
Pages : 274
Book Description
Bulletin - Institute of Mathematical Statistics
Author: Institute of Mathematical Statistics
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 792
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 792
Book Description
Technical Report
Author:
Publisher:
ISBN:
Category : Operations research
Languages : en
Pages : 26
Book Description
Publisher:
ISBN:
Category : Operations research
Languages : en
Pages : 26
Book Description
South African Statistical Journal
Author:
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 452
Book Description
Publisher:
ISBN:
Category : Mathematical statistics
Languages : en
Pages : 452
Book Description
Government Reports Announcements & Index
Author:
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 704
Book Description
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 704
Book Description
Government Reports Annual Index
Author:
Publisher:
ISBN:
Category : Government reports announcements & index
Languages : en
Pages : 1192
Book Description
Publisher:
ISBN:
Category : Government reports announcements & index
Languages : en
Pages : 1192
Book Description