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Titlebook: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion; Corinne Berzin,Alain Latour,José R.

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發(fā)表于 2025-3-21 16:57:51 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
編輯Corinne Berzin,Alain Latour,José R. León
視頻videohttp://file.papertrans.cn/465/464594/464594.mp4
概述Of interest to mathematicians, engineers with basic knowledge in probability, statistics and stochastic processes.Simulation Algorithms and Pascal code are available.Elegance and completeness of the p
叢書名稱Lecture Notes in Statistics
圖書封面Titlebook: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion;  Corinne Berzin,Alain Latour,José R.
描述.This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered..It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems in this context; both groups will also benefit from the section on simulation. Algorithms are described in great detail, with a focus on procedures that is not usually found in mathematical treatises. The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations..Concerning the proofs of the limit theorems, the “Fourth Moment Theorem” is systematically used, as it produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proofs for almost sure convergence..The use of diffusion models driven by fractional noise has been popular for more than two decades now. This popularity is due both to the mathematics
出版日期Book 2014
關(guān)鍵詞Asymptotic properties of estimators; Fractional Brownian motion; Hypothesis testing; Limit theorem; Non
版次1
doihttps://doi.org/10.1007/978-3-319-07875-5
isbn_softcover978-3-319-07874-8
isbn_ebook978-3-319-07875-5Series ISSN 0930-0325 Series E-ISSN 2197-7186
issn_series 0930-0325
copyrightSpringer International Publishing Switzerland 2014
The information of publication is updating

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發(fā)表于 2025-3-21 22:26:40 | 只看該作者
Corinne Berzin,Alain Latour,José R. Leónion of vector mesons. In previous works the role of the vector mesons in the solitonic sector of the NJL model has been partially analysed, either in a non chirally symmetric version including the . meson only., or in chirally invariant forms with .. or . and A.. mesons. In all cases, the free param
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Corinne Berzin,Alain Latour,José R. Leónt status, concerning these subjects, as of the year of 1992. As there are many distinctly different research areas in contemporary intermediate energy physics, we could only choose a few topics of current interest, especially those which are related, directly or indirectly, to the structural studies of the nu978-1-4757-9837-1978-1-4757-9835-7
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發(fā)表于 2025-3-22 09:21:21 | 只看該作者
Corinne Berzin,Alain Latour,José R. León1975) has suggested that the .: complex contains sufficient DNA to code for up to 2000 polypeptide chains, each of about 200 amino acids. The relationships among the genes have not been established, but their functions appear to be related and to be primarily concerned with the control of expression
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發(fā)表于 2025-3-22 16:17:48 | 只看該作者
Corinne Berzin,Alain Latour,José R. León a nascent tumor results from specific immune defects induced by tumor-associated products influencing primarily the cell-mediated arm of the tumor-immune response (I. Hellstr?m and K.E. Hellstr?m, 1969; K.E. Hellstr?m and I. Hellstr?m, 1974; Baldwin and Robins, 1975).
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發(fā)表于 2025-3-22 19:25:17 | 只看該作者
Corinne Berzin,Alain Latour,José R. León this polypeptide was termed T chain and was assumed to represent a part of an additional entity of S-IgA, a secretory component (SC). At this stage, human and rabbit S-IgA molecules were thought to consist of two 7 S molecules, each containing two α and two L chains, connected by SC that was compos
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發(fā)表于 2025-3-22 21:13:53 | 只看該作者
Corinne Berzin,Alain Latour,José R. León cellular immunity, in immunosuppression by antilymphocytic serum, and in providing “help” in a humoral immune response, whereas the B-lymphocyte surface is primarily responsible for mediating humoral immunity (Greaves .., 1973). Also, T cells (mouse) possess an antigenic specificity (.)which is not
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). Detailed analysis of the fine structure of the MHC, particularly the MHC of the mouse ., has established the existence of distinct subregions in the MHC (Shreffler and David, 1975; Klein, 1975). These genetic subregions, which appear to code for distinct gene products, also appear to be associate
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