Empirical Estimates in Stochastic Optimization and Identification
Published on 30. June 2002
Book
Hardback
VIII, 250 pages
978-1-4020-0707-1 (ISBN)
Description
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
More details
Series
Edition
2002 ed.
Language
English
Place of publication
New York
United States
Target group
Professional and scholarly
Research
Illustrations
VIII, 250 p.
Dimensions
Height: 241 mm
Width: 160 mm
Thickness: 19 mm
Weight
565 gr
ISBN-13
978-1-4020-0707-1 (9781402007071)
DOI
10.1007/978-1-4757-3567-3
Schweitzer Classification
Other editions
Additional editions
Pavel S. Knopov | Evgeniya J. Kasitskaya
Empirical Estimates in Stochastic Optimization and Identification
Book
12/2010
Springer
€106.99
Shipment within 15-20 days
Content
1 Introduction.- 2 Parametric Empirical Methods.- 3 Parametric Regression Models.- 4 Periodogram Estimates for Random Processes and Fields.- 5 Nonparametric Identification Problems.- References.