автор: Eric Moulines

Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a …

This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional aut …

This book covers the classical theory of Markov chains on general state-spaces as well as many recent developments. The theoretical results are illustrated by simple examples, many of which are taken …

This book contains contributions from the participants of the international conference “Foundations of Modern Statistics” which took place at Weierstrass Institute for Applied Analysis and Stochastic …

This text emphasizes nonlinear models for a course in time series analysis. After introducing stochastic processes, Markov chains, Poisson processes, and ARMA models, the authors cover functional aut …