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Bayesian signal processing : classical, modern, and particle filtering methods
Published 2016Full text (MFA users only)
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Mathematical Statistical Physics : Lecture Notes of the Les Houches Summer School 2005.
Published 2006Table of Contents: “…Course 8 Dynamics of trap modelsCourse 9 Quantum entropy and quantum information; Course 10 Two lectures on iterative coding and statistical mechanics; Course 11 Evolution in fluctuating populations; Course 12 Multi-scale analysis of population models; Course 13 Elements of nonequilibrium statistical mechanics; Course 14 Mathematical aspects of the abelian sandpile model; Course 15 Gibbsianness and non-Gibbsianness in.…”
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Atoms, mechanics, and probability : Ludwig Boltzmann's statistico-mechanical writings - an exegesis
Published 2018Full text (MFA users only)
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Computational and Statistical Group Theory.
Published 2002Full text (MFA users only)
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Stochastik : einführung in die wahrscheinlichkeitstheorie und statistik
Published 2015Full text (MFA users only)
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Complex surveys : a guide to analysis using R
Published 2010Full text (MFA users only)
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Industrial control systems : mathematical and statistical models and techniques
Published 2012Full text (MFA users only)
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Basic Stochastic Processes : a Course Through Exercises.
Published 1999Full text (MFA users only)
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Stochastics : introduction to probability and statistics
Published 2012Table of Contents: “…6.3 Asymptotic Stationarity6.4 Recurrence; Problems; II Statistics; 7 Estimation; 7.1 The Approach of Statistics; 7.2 Facing the Choice; 7.3 The Maximum Likelihood Principle; 7.4 Bias and Mean Squared Error; 7.5 Best Estimators; 7.6 Consistent Estimators; 7.7 Bayes Estimators; Problems; 8 Confidence Regions; 8.1 Definition and Construction; 8.2 Confidence Intervals in the Binomial Model; 8.3 Order Intervals; Problems; 9 Around the Normal Distributions; 9.1 The Multivariate Normal Distributions; 9.2 The X2-, F- and t-Distributions; Problems; 10 Hypothesis Testing; 10.1 Decision Problems.…”
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Financial Statistics and Mathematical Finance : Methods, Models and Applications
Published 2012Table of Contents: “…3.3 Stationarity3.3.1 Weak and strict stationarity; 3.4 Linear processes and ARMA models; 3.4.1 Linear processes and the lag operator; 3.4.2 Inversion; 3.4.3 AR(p) and AR processes; 3.4.4 ARMA processes; 3.5 The frequency domain; 3.5.1 The spectrum; 3.5.2 The periodogram; 3.6 Estimation of ARMA processes; 3.7 (G)ARCH models; 3.8 Long-memory series; 3.8.1 Fractional differences; 3.8.2 Fractionally integrated processes; 3.9 Notes and further reading; References; 4 Arbitrage theory for the multiperiod model; 4.1 Definitions and preliminaries; 4.2 Self-financing trading strategies.…”
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Perspectives In Mathematical Science I : Probability And Statistics.
Published 2009Full text (MFA users only)
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Stochastik : Einführung in die Wahrscheinlichkeitstheorie und Statistik
Published 2016Full text (MFA users only)
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Handbook of mathematics and statistics for the environment
Published 2013Full text (MFA users only)
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