{"product_id":"non-stationary-stochastic-processes-estimation-vector-stationary-increments-periodically-stationary-multi-seasonal-increments-de-gruyter-textbook","title":"Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments (De Gruyter Textbook)","description":"\u003chr data-start=\"59\" data-end=\"62\"\u003e\n\u003cp data-start=\"64\" data-end=\"81\"\u003e\u003cstrong data-start=\"64\" data-end=\"81\"\u003eBook Details:\u003c\/strong\u003e\u003c\/p\u003e\n\u003cul data-start=\"82\" data-end=\"293\"\u003e\n\u003cli data-start=\"82\" data-end=\"108\"\u003e\n\u003cp data-start=\"84\" data-end=\"108\"\u003e\u003cstrong data-start=\"84\" data-end=\"95\"\u003eAuthor:\u003c\/strong\u003e Maksym Luz\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"109\" data-end=\"138\"\u003e\n\u003cp data-start=\"111\" data-end=\"138\"\u003e\u003cstrong data-start=\"111\" data-end=\"125\"\u003ePublisher:\u003c\/strong\u003e de Gruyter\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"139\" data-end=\"163\"\u003e\n\u003cp data-start=\"141\" data-end=\"163\"\u003e\u003cstrong data-start=\"141\" data-end=\"153\"\u003eBinding:\u003c\/strong\u003e Perfect\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"164\" data-end=\"192\"\u003e\n\u003cp data-start=\"166\" data-end=\"192\"\u003e\u003cstrong data-start=\"166\" data-end=\"186\"\u003eNumber of Pages:\u003c\/strong\u003e 310\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"193\" data-end=\"223\"\u003e\n\u003cp data-start=\"195\" data-end=\"223\"\u003e\u003cstrong data-start=\"195\" data-end=\"207\"\u003eISBN-13:\u003c\/strong\u003e 9783111325330\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"224\" data-end=\"250\"\u003e\n\u003cp data-start=\"226\" data-end=\"250\"\u003e\u003cstrong data-start=\"226\" data-end=\"240\"\u003eLanguages:\u003c\/strong\u003e English\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"251\" data-end=\"293\"\u003e\n\u003cp data-start=\"253\" data-end=\"293\"\u003e\u003cstrong data-start=\"253\" data-end=\"268\"\u003eDimensions:\u003c\/strong\u003e 9.6 x 6.7 x 0.6 inches\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp data-start=\"295\" data-end=\"702\"\u003e\u003cstrong data-start=\"295\" data-end=\"314\"\u003eAbout The Book:\u003c\/strong\u003e\u003cbr data-start=\"314\" data-end=\"317\"\u003eIn an increasingly data-driven world, the ability to forecast future values of economic and physical processes and restore lost information is more crucial than ever. \u003cem data-start=\"484\" data-end=\"552\"\u003eEstimation of Stochastic Processes: Mean Square Optimal Estimation\u003c\/em\u003e by Maksym Luz addresses the challenge of forecasting, signal cleaning, and noise removal through a deep exploration of stochastic process estimation.\u003c\/p\u003e\n\u003cp data-start=\"704\" data-end=\"776\"\u003eThis book focuses on two key factors in stochastic processes estimation:\u003c\/p\u003e\n\u003col data-start=\"777\" data-end=\"988\"\u003e\n\u003cli data-start=\"777\" data-end=\"867\"\u003e\n\u003cp data-start=\"780\" data-end=\"867\"\u003e\u003cstrong data-start=\"780\" data-end=\"803\"\u003eModel Construction:\u003c\/strong\u003e Creating accurate models for the processes under investigation.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"868\" data-end=\"988\"\u003e\n\u003cp data-start=\"871\" data-end=\"988\"\u003e\u003cstrong data-start=\"871\" data-end=\"897\"\u003eAvailable Information:\u003c\/strong\u003e Utilizing information about the structure of these processes to make informed predictions.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ol\u003e\n\u003cp data-start=\"990\" data-end=\"1378\"\u003eLuz investigates mean square optimal estimation—covering extrapolation, interpolation, and filtering of linear functionals dependent on unobserved values in stochastic sequences and processes. The book specifically delves into processes with periodically stationary and long-memory multiplicative seasonal increments, providing a robust framework for handling complex real-world problems.\u003c\/p\u003e\n\u003cp data-start=\"1380\" data-end=\"1413\"\u003eKey features of the book include:\u003c\/p\u003e\n\u003cul data-start=\"1414\" data-end=\"1784\"\u003e\n\u003cli data-start=\"1414\" data-end=\"1528\"\u003e\n\u003cp data-start=\"1416\" data-end=\"1528\"\u003eDerivation of formulas for calculating the mean square errors and spectral characteristics of optimal estimates.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"1529\" data-end=\"1636\"\u003e\n\u003cp data-start=\"1531\" data-end=\"1636\"\u003eA detailed exploration of spectral certainty, where the spectral structure of sequences is exactly known.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003cli data-start=\"1637\" data-end=\"1784\"\u003e\n\u003cp data-start=\"1639\" data-end=\"1784\"\u003eApplication of the minimax-robust estimation method when spectral densities are not precisely known, but admissible spectral densities are given.\u003c\/p\u003e\n\u003c\/li\u003e\n\u003c\/ul\u003e\n\u003cp data-start=\"1786\" data-end=\"2006\"\u003eThis text is essential for researchers, practitioners, and students in applied mathematics, economics, and engineering, offering valuable methods for handling real-world stochastic processes and data prediction problems.\u003c\/p\u003e","brand":"de Gruyter","offers":[{"title":"Default Title","offer_id":49937722147120,"sku":"Sarat_9783111325330","price":7977.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0690\/9968\/4144\/files\/de-gruyter-book-default-title-non-stationary-stochastic-processes-estimation-vector-stationary-increments-periodically-stationary-multi-seasonal-increments-de-gruyter-textbook-41280515572016.jpg?v=1775941930","url":"https:\/\/www.retailmaharaj.com\/products\/non-stationary-stochastic-processes-estimation-vector-stationary-increments-periodically-stationary-multi-seasonal-increments-de-gruyter-textbook","provider":"Retail Maharaj","version":"1.0","type":"link"}