Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments

Author:   Maksym Luz ,  Mikhail Moklyachuk
Publisher:   De Gruyter
ISBN:  

9783111325330


Pages:   310
Publication Date:   20 May 2024
Format:   Paperback
Availability:   Available To Order   Availability explained
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Non-Stationary Stochastic Processes Estimation: Vector Stationary Increments, Periodically Stationary Multi-Seasonal Increments


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Author:   Maksym Luz ,  Mikhail Moklyachuk
Publisher:   De Gruyter
Imprint:   De Gruyter
Dimensions:   Width: 17.00cm , Height: 1.70cm , Length: 24.00cm
Weight:   0.514kg
ISBN:  

9783111325330


ISBN 10:   3111325334
Pages:   310
Publication Date:   20 May 2024
Audience:   College/higher education ,  Tertiary & Higher Education
Format:   Paperback
Publisher's Status:   Active
Availability:   Available To Order   Availability explained
We have confirmation that this item is in stock with the supplier. It will be ordered in for you and dispatched immediately.

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1. Dr Maksym Luz is a Head of Actuary & Chief Risk Officer at BNP Paribas Cardif in Ukraine. He is an author/co-author of more than 20 papers including the book ‘’Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences’’, Wiley - ISTE, 2019. 2. Prof. Dr. Mikhail Moklyachuk is a Professor at the Department of Probability Theory, Statistics and Actuarial Mathematics, Taras Shevchenko National University of Kyiv, Ukraine. He is author/co-author of more than 200 papers and 14 books, including ‘’Robust estimates for functionals of stochastic processes’’, Kyiv University, 2008 ; ‘’Estimation of Stochastic Processes with Stationary Increments and Cointegrated Sequences’’, Wiley - ISTE,2019 ; Estimation of Stochastic Processes with Missing Observations’’, Nova Science Publishers, 2019 ; ‘’Estimates of Periodically Correlated Isotropic Random Fields’’, Nova Science Publishers, 2018 ; ‘’Convex Optimization: Introductory Course’’, ISTE-Wiley, 2020 ; ‘’Stochastic Processes: Fundamentals and Emerging Applications} (Editor)’’, Nova Science Publishers, 2023. Professor Moklyachuk was elected an academician of the Academy of Higher School of Ukraine (2016). He has received the State Prize of Ukraine in the field of education (2012), Taras Shevchenko prize (Kyiv University best textbook award, 1999) for the textbook ``Variational Calculus. Extremum Problems''. He is Editor-in-Chief, journal ""Bulletin of the Taras Shevchenko National University of Kyiv. Series: physics and mathematics"", member of editorial board, journals ""Statistics, Optimization and Information Computing"", ""Stochastic Modeling and Applications"".

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