Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Mathematical statistics --- Statistique mathématique --- 519.233 --- Mathematics --- Statistical inference --- Statistics, Mathematical --- Statistics --- Probabilities --- Sampling (Statistics) --- Parametric methods --- Statistical methods --- 519.233 Parametric methods --- Statistique mathématique

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.

Statistical science --- Finance --- Operational research. Game theory --- Mathematical statistics --- Probability theory --- Mathematics --- Mathematical physics --- Business economics --- financieel management --- waarschijnlijkheidstheorie --- stochastische analyse --- statistiek --- financiën --- econometrie --- wiskunde --- fysica --- kansrekening --- statistisch onderzoek --- Distribution (Probability theory. --- Finance. --- Statistics. --- Probability Theory and Stochastic Processes. --- Mathematical Applications in the Physical Sciences. --- Quantitative Finance. --- Mathematical Physics. --- Statistics for Business, Management, Economics, Finance, Insurance. --- Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. --- Statistical analysis --- Statistical data --- Statistical methods --- Econometrics --- Funding --- Funds --- Economics --- Currency question --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Probabilities. --- Mathematical physics. --- Economics, Mathematical . --- Statistics . --- Mathematical economics --- Physical mathematics --- Physics --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Risk --- Methodology

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)

Choose an application

• Reference Manager
• EndNote
• RefWorks (Direct export to RefWorks)