Chaos : a statistical perspective

著者

• Chan, Kung-sik
• Tong, Howell

書誌事項

Chaos : a statistical perspective

Kung-Sik Chan, Howell Tong

（Springer series in statistics）

Springer, c2001

注記

Includes bibliographical references and indexes

内容説明・目次

内容説明

This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.

目次

• 1. Introduction
• 2. Deterministic chaos
• 3. Chaos and Stochastic Systems
• 4. Statistical Analysis I
• 5. Statistical Analysis II
• 6. Nonlinear Least-Square Prediction
• 7. Miscellaneous Topics
• References

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BA53633687
• ISBN:
  • 0387952802
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xiv, 300 p., [1] leaf of plates
• 大きさ: 25 cm
• 分類:
  • DC21 : 519.2
• 件名:
  • LCSH : Stochastic analysis
• 親書誌ID:
  • BA00018600