Contents 1 Basic Convergence Concepts and Theorems . . . . . . . . . . . . . . . . 1 1.1 Some Basic Notation and Convergence Theorems . . . . . . . 1 1.2 Three Series Theorem and Kolmogorovs Zero-One Law . . . . . . . . . . . . . . . . . ....

Syllabus and Tentative Course Schedule 1. Week 1: Lattice Models I 2. Week 2: Lattice Models II 3. Week 3: Stochastic Calculus I 4. Week 4: Stochastic Calculus II 5. Week 5: Single-Factor Models 6. Week 6: Single-Factor Models 7. Week 7: M...

M. G. Akritas, Department of Statistics, Pennsylvania State University, 414 Classroom Building, University Park PA 16802 (Ch. 20) Z. D. Bai, Department of Applied Math, National Sun Yat-Sen University, Kaohsiung, Taiwan (Ch. 1) N. Balakris...

Contents Preface xiii Acknowledgements xv 1 Introduction and Overview 1 1.1 Preamble: What do Reliability, Risk and Robustness Mean? 1 1.2 Objectives and Prospective Readership 3 1.3 Reliability, Risk and Survival: State-of-the-Art 3 1.4 R...

Contents Albert SHIRYAEV . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . XV Publications of A.N. Shiryaev . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .XXI On Numerical Approximati...

书名：state-space models with regime switching:Classical and Gibbs-Sampling Approaches with Applications 作者：Chang-Jin Kim, Charles R. Nelson 格式：pdf分卷压缩 来源：自己复印扫描 大小：39m 页数：310 contents 1.Introduction I The classica...

Contents List of Figures page xi List of Tables xii Preface xv 1 Introduction 1 1.1 Poisson Distribution 3 1.2 Poisson Regression 8 1.3 Examples 10 1.4 Overview of Major Issues 15 1.5 Bibliographic Notes 17 2 Model Specification and Estima...

1 Introduction 1 1.1 Panel Data: Some Examples 1 1.2 Why Should We Use Panel Data? Their Bene?ts and Limitations 4 Note 9 2 The One-way Error Component Regression Model 11 2.1 Introduction 11 2.2 The Fixed Effects Model 12 2.3 The Random E...

Contents Preface page xiii Guide to Notation xv 1 Introduction 1 1.1 Assessing the Carcinogenicity of Phenolphthalein 3 1.2 Salinity and Fishing in North Carolina 4 1.3 Management of a Retirement Fund 5 1.4 Biomonitoring of Airborne Mercur...

Content 1.Overview 2.Deterministic least-squares problems 3.Stochastic least-squares problems 4.The innovations process 5.State-space models 6.Innocations for stationary processes 7.Wiener theory for scalar processes 8.Recursive wiener fil...