CONTENTS Preface xi Contributors xiii 1 Kalman Filters 1 Simon Haykin 1.1 Introduction = 1 1.2 Optimum Estimates = 3 1.3 Kalman Filter = 5 1.4 Divergence Phenomenon: Square-Root Filtering = 10 1.5 RauchTungStriebel Smoother = 11 1.6 Extend...
time series analysis univariate and multivariate methods William W.S. Wei 第一章 概述 1.1引言 时间序列按照时间排列的观测值的顺序序列，通常按等间隔时间区间上观测。 连续时间序列：可按照时间连续记录的时间序列，如电流信号和电压等。 离散时间序...
质押式回购利率 日期 回购代码 回购简称 市场 前收盘利率 开盘利率 最高利率 最低利率 收盘利率 成交量 成交金额 （％） （％） （％） （％） （％） （万手） （万元） 2008-04-18 201008 R001 上海证券交易所 1.26 0 0 0 0 0 0 2008-04-17 201008 R001 上...
Preface v Notation xii I What This Book Is About 1 1 An Illustrative Example: The Single-Server Queue . . . 1 2 TheMonte CarloMethod . . . . . . . . . . . . . . . . 5 3 Second Example: Option Pricing . . . . . . . . . . . . . 6 4 Issues Ar...
prof. dr. H.G.Dehling prof. dr. F.Takens contents 1 Introduction. 5 1.1 Time series . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.2 Nonlinear models . . . . . . . . . . . . . . . . . . . . . . . . 8 1.3 Chaotic dynamical system...
作者j.l.schafer Contents Preface 1 Introduction 1.1 Purpose 1.2 Background 1.2.1 The EM algorithm 1.2.2 Markov chain Monte Carlo 1.3 Why analysis by simulation? 1.4 Looking ahead 1.4.1 Scope of the rest of this book 1.4.2 Knowledge assumed...
NIH Short Course: December 17-20, 2000 Nonlinear Time Series Analysis in Biology Daniel Kaplan, Macalester College Leon Glass, McGill University Thomas Schreiber, MPIPKS Computer Lab Exercises Several lab exercises are presented here. Our...
Contents Preface Chapter A Preliminaries of Real Analysis A.1 Elements of Set Theory 1 Sets 2 Relations 3 Equivalence Relations 4 Order Relations 5 Functions 6 Sequences, Vectors and Matrices 7 A Glimpse of Advanced Set Theory: The Axiom o...
Part I:Mathematics Part II.Probability Part III.Theory of stochastic processes Part IV.The law of large numbers Part V:The central limit theorem Part VI:The functional central limit theorem...
Applied Robust Statistics David J. Olive Southern Illinois University Department of Mathematics Mailcode 4408 Carbondale, IL 62901-4408 dolive@math.siu.edu July 6, 2005 Contents Preface v 1 Introduction 1 1.1 Outlier....s . . . . . . . . ....
