Topics in Stochastic Analysis and Nonparametric Estimation

To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17...

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Corporate Author: SpringerLink (Online service)
Other Authors: Chow, Pao-Liu (Editor), Mordukhovich, Boris S. (Editor), Yin, G. George (Editor)
Format: eBook
Language:English
Published: New York, NY Springer New York 2008, 2008
Edition:1st ed. 2008
Series:The IMA Volumes in Mathematics and its Applications
Subjects:
Online Access:
Collection: Springer eBooks 2005- - Collection details see MPG.ReNa
Summary:To assess the past achievement and to provide a road map for future research, an IMA participating institution conference entitled "Conference on Asymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems" was held at Wayne State University, September 15-17, 2006. This conference was also held to honor Professor Rafail Z. Khasminskii for his fundamental contributions to many aspects of stochastic processes and nonparametric estimation theory on the occasion of his seventy-fifth birthday. It assembled an impressive list of invited speakers, who are renowned leaders in the fields of probability theory, stochastic processes, stochastic differential equations, as well as in the nonparametric estimation theory, and related fields. A number of invited speakers were early developers of the fields of probability and stochastic processes, establishing the foundation of the Modern probability theory. After the conference, to commemorate this special event, an IMA volume dedicated to Professor Rafail Z. Khasminskii was put together. It consists of nine papers on various topics in probability and statistics. They include authoritative expositions as well as significant research papers of current interest. It is conceivable that the volume will have a lasting impact on the further development of stochastic analysis and nonparametric estimation
Physical Description:XII, 214 p online resource
ISBN:9780387751115