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Journees de Statistique Des Processus Stochastiques by Didier Dacunha-Castelle, Bernard Van Cutsem

Journees de Statistique Des Processus Stochastiques

by Didier Dacunha-Castelle , Bernard Van Cutsem
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Book cover type: Paperback
  • ISBN13: 9783540086581
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 202
  • Original Price: GBP 27.0
  • Language: French
  • Edition: 1978
  • Item Weight: 304 grams
  • BISAC Subject(s): Probability & Statistics / General

Caracterisation et test du caractere agregatif des processus ponctuels stationnaires sur ?2.- Sur les applications de la theorie des martingales a l'etude statistique d'une famille de processus ponctuels.- Estimation et controle des chaines de Markov sur des espaces arbitraires.- Representations markoviennes de processus gaussiens stationnaires et applications statistiques.- L'adequation du processus multivariable gaussien continu stationnaire centre de densite spectrale rationnelle.- Filtrage de diffusions avec conditions frontieres : caracterisation de la densite conditionnelle.- Application de resultats de convergence de processus multidimensionnels a l'etude des statistiques de rang.

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