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...

Full description

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
LEADER 03078nmm a2200349 u 4500
001 EB000356310
003 EBX01000000000000000209362
005 00000000000000.0
007 cr|||||||||||||||||||||
008 130626 ||| eng
020 |a 9780387751115 
100 1 |a Chow, Pao-Liu  |e [editor] 
245 0 0 |a Topics in Stochastic Analysis and Nonparametric Estimation  |h Elektronische Ressource  |c edited by Pao-Liu Chow, Boris S. Mordukhovich, G. George Yin 
250 |a 1st ed. 2008 
260 |a New York, NY  |b Springer New York  |c 2008, 2008 
300 |a XII, 214 p  |b online resource 
505 0 |a Convergence of the Markov Chain Approximation Method -- Nonparametric Estimation -- On the Estimation of an Analytic Spectral Density Outside of the Observation Band -- On Oracle Inequalities Related to High Dimensional Linear Models -- Hypothesis Testing under Composite Functions Alternative -- Stochastic Partial Differential Equations -- On Parabolic Pdes and Spdes in Sobolev Spaces W P 2 without and with Weights -- Stochastic Parabolic Equations of Full Second Order 
653 |a Applied mathematics 
653 |a Probability Theory and Stochastic Processes 
653 |a Engineering mathematics 
653 |a Applications of Mathematics 
653 |a Probabilities 
700 1 |a Mordukhovich, Boris S.  |e [editor] 
700 1 |a Yin, G. George  |e [editor] 
710 2 |a SpringerLink (Online service) 
041 0 7 |a eng  |2 ISO 639-2 
989 |b Springer  |a Springer eBooks 2005- 
490 0 |a The IMA Volumes in Mathematics and its Applications 
856 |u https://doi.org/10.1007/978-0-387-75111-5?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 519.2 
520 |a 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