This book contains problems of stochastic optimization and identification. Results concerning uniform law of large numbers, convergence of approximate estimates of extreme points, as well as empirical estimates of functionals with probability 1 and in probability are presented. Audience: Specialists in stochastic optimization and estimations, postgraduate students, and graduate students studying such topics
Reihe
Auflage
Softcover reprint of the original 1st ed. 2002
Sprache
Verlagsort
Zielgruppe
Für Beruf und Forschung
Research
Illustrationen
Maße
Höhe: 235 mm
Breite: 155 mm
Dicke: 15 mm
Gewicht
ISBN-13
978-1-4419-5224-0 (9781441952240)
DOI
10.1007/978-1-4757-3567-3
Schweitzer Klassifikation
1 Introduction.- 2 Parametric Empirical Methods.- 3 Parametric Regression Models.- 4 Periodogram Estimates for Random Processes and Fields.- 5 Nonparametric Identification Problems.- References.