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Additive and Cancellative Interacting Particle Systems (Lecture Notes in Mathematics) by David Griffeath (Repost)
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Mathematics LMSST - 24 Lectures on Elliptic Curves (London Mathematical Society Student Texts) by J. W. S. Cassels
Advances in Complex Function Theory (Lecture Notes in Mathematics) by W. E. Kirwan (Repost)
Matrix Mathematics - Theory, Facts, and Formulas, Second Edition
Mathematics Probability, Markov Chains, Queues, and Simulation - The Mathematical Basis of Performance Modeling
Algebraic Aspects of Cryptography (Algorithms and Computation in Mathematics) by Neal Koblitz (Repost)
Mathematics Mathematical Foundations of Computer Science 2004 [Repost]
Mathematics Mathematical Logic for Computer Science (3rd edition)
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An Introduction to Ergodic Theory (Graduate Texts in Mathematics) by Peter Walters (Repost)
Mathematics Symmetry Theory in Molecular Physics with Mathematica: A new kind of tutorial book (Repost)
-Mathematics for the Physical Sciences- by Herbert S. Wilf
Mathematics for Elementary Teachers - A Conceptual Approach, 9 edition
Computer-Enabled Mathematics - Integrating Experiment and Theory in Teacher Education
How to Fold It - The Mathematics of Linkages, Origami and Polyhedra
Mathematics Engineering Analysis: Interactive Methods and Programs with FORTRAN, QuickBASIC, MATLAB, and Mathematica [Repost]
Mathematics Maverick Mathematician: The Life and Science of J.E. Moyal
African Mathematics: From Bones to Computers (repost)
Topology (Allyn and Bacon Series in Advanced Mathematics) by James Dugundji
Mathematics Fundamentals of Algebraic Modeling - An Introduction to Mathematical Modeling with Algebra and Statistics, 5 edition
Mathematics LMSST - 24 Lectures on Elliptic Curves (London Mathematical Society Student Texts) by J. W. S. Cassels
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Mathematics Exponential Families of Stochastic Processes (Springer Series in Statistics)
Posted on 2010-04-13
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Author: Michael Sorensen, Uwe K¨¹chler
Publisher: Springer (1997) Binding: Hardcover, 322 pages pricer: $95.00 ISBN-10: 038794981X editorialreviews This is author-approved bcc: This book provides a comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last ten years or so by the authors, two of the leading experts in the field, and several other researchers. The theory is applied to a broad spectrum of examples. A large number of frequently applied stochastic process models with discrete as well as with continuous time are covered by the theory developed in the book. The exponential families of stochastic processes are the most tractable type of statistical models for stochastic processes. On the other hand, they include models that are complex enough to exhibit basic inference problems that are peculiar to stochastic process models. Therefore they are a good starting point for the statistican who plans to work in this interesting and vigorous field. To make the reading easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used late in the book. Most of the concepts and tools from stochastic calculus that a statistician is likely to need, when working with inference for stochastic processes, are introduced and explained without proof in an appendix. The appendix can also be used independently as an introduction to stochastic calculus for statisticians. The statistical concepts are explained carefully so that probabilists with only a basic background in statistics can use the book to get into statistical inference for stochastic processes. Exercises are included to make the book useful for an advanced checked checked
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