Topics in Stochastic Analysis and Nonparametric Estimation
(Sprache: Englisch)
To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic...
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To honor Rafail Z. Khasminskii, on his seventy-fifth birthday, for his contributions to stochastic processes and nonparametric estimation theory an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held. This volume commemorates this special event. Dedicated to Professor Khasminskii, it consists of nine papers on various topics in probability and statistics.
Inhaltsverzeichnis zu „Topics in Stochastic Analysis and Nonparametric Estimation “
Asymptotic Analysis Involving Stochastic Differential Equations.- Some Recent Results on Averaging Principle.- Cramer's Theorem for Nonnegative Multivariate Point Processes with Independent Increments.- On Bounded Solutions of the Balanced Generalized Pantograph Equation.- Numerical Methods for Non-Zero-Sum Stochastic Differential Games: Convergence of the Markov Chain Approximation Method.- Nonparametric Estimation.- On the Estimation of an Analytic Spectral Density Outside of the Observation Band.- On Oracle Inequalities Related to High Dimensional Linear Models.- Hypothesis Testing under Composite Functions Alternative.- Stochastic Partial Differential Equations.- On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights.- Stochastic Parabolic Equations of Full Second Order.
Bibliographische Angaben
- 2007, 214 Seiten, Maße: 15,5 x 23,5 cm, Gebunden, Englisch
- Herausgegeben:Chow, Pao-Liu; Yin, George; Mordukhovich, Boris S.
- Herausgegeben: Boris S. Mordukhovich, George Yin, Pao-Liu Chow
- Verlag: Springer, New York
- ISBN-10: 0387751106
- ISBN-13: 9780387751108
- Erscheinungsdatum: 13.11.2007
Sprache:
Englisch
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