Beginning with the definitions and properties of some fundamental notions (stochastic integral, likelihood ratio, limit theorems, etc.), the book goes on to analyse a wide class of estimators for regular and singular statistical models. Special attention is paid to problems of change-point type, and in particular cusp-type change-point models, then the focus turns to the asymptotically efficient nonparametric estimation of the mean function, the intensity function, and of some functionals.
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₹3,632.00
Introduction to the Statistics of Poisson Processes
This book covers an extensive class of models involving inhomogeneous Poisson processes and deals with their identification, i.e. the solution of certain estimation or hypothesis testing problems based on the given dataset. These processes are mathematically easy-to-handle and appear in numerous disciplines, including astronomy, biology, ecology, geology, seismology, medicine, physics, statistical mechanics, economics, image processing, forestry, telecommunications, insurance and finance, reliability, queuing theory, wireless networks, and localisation of sources.
₹10,618.00₹14,250.00
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| Weight | 1 kg |
|---|---|
| Dimensions | 24 × 16 × 4 cm |
| Book Author | Yury A. Kutoyants |
| Edition | 1st |
| Format | Hardback |
| ISBN | 9783031370533 |
| Language | English |
| Pages | 666 |
| Publication Year | |
| Publisher |
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