Proceedings of the Third Finnish-Soviet Conference on Probability Theory and Mathematical Statistics
Published on 1. February 1994
Book
Hardback
296 pages
978-90-6764-156-2 (ISBN)
Description
01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information.
01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information.
01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information.
More details
Series
Language
English
Place of publication
Zeist
Netherlands
Publishing group
Brill
Target group
College/higher education
Professional and scholarly
Product notice
Laminated cover
Weight
590 gr
ISBN-13
978-90-6764-156-2 (9789067641562)
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Schweitzer Classification
Content
Renovation, regeneration and coupling in muliple-server queues in continuous time, S. Asmussen and S.G. Foss; on functionals of branching Browning motion, A.N. Borodin and P.H. Salminen; convergence rates in transient phenomena for branching processes, K.A. Borovkov; the Wick product, H. Holden et al; modelling VARMAX-processes by extended sample autocorrelation and linear regression techniques, R. Hoeglund and R. Oestermark; a brief account of the theory of homogeneous Gaussian diffusions in finite dimensions, M. Jacobsen; a note on first passages in branching Brownian motions, I. Kaj and P.H. Salminen; random graphs with marked cycles, V.F. Kolchin; local limit theorems on convergence of Markov chains to diffusion processes, V.D. Konakov; a note on the stationary modification of the log-likelihood function in asymptotic continuous time system identification, T. Koski; convergence of filtered experiments to the experiment generated by a semimartingale, O.D. Kramkov; Martingale approach to the procedures of stochastic approximation, A.V. Melnikov and A.E. Rodkina; on a general class of stochastic approximation algorithms, A.V. Melnikov et al; stochastic approximations in the maximum likelihood inference for Markov random fields, A. Penttinen; the Edgeworth's expansion in Rk, Yu.V. Prokhorov; an improved non-uniform convergence rate estimate in the central limit theorem Rk, V.V. Sazonov; asymptotic properties of the maximum likelihood estimators under random normalization for first-order autoregressive models, A.N. Shiryaev and V.G. Spokoiny; infinite systems of dissimilar particles with random interactions, A.V. Skorokhod; on sequential detection of a small disorder, V.G. Spokoiny; branching processes and random trees, V.A. Valutin; on the Marcinkiewicz weak laws of large numbers in Banach space, A.I. Volodin; estimating functions and efficiency in a filtered model, W. Wefelmeyer.