The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th

This new edition updates Durbin & Koopman's important text on the state space approach to time series analysis. The distinguishing feature of state space time series models is that observations are regarded as made up of distinct components such as trend, seasonal, regression elements and disturbance terms, each of which is modelled separately. The techniques that emerge from this approach are very flexible and are capable of handling a much wider range of problems than the main analytical...

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergradua...

The mathematical and statistical tools needed in the rapidly growing quantitative finance fieldWith the rapid growth in quantitative finance, practitioners must achieve a high level of proficiency in math and statistics. Mathematical Methods and Statistical Tools for Finance, part of the Frank J. Fabozzi Series, has been created with this in mind. Designed to provide the tools needed to apply finance theory to real world financial markets, this book offers...

The Manchester Physics Series General Editors: D. J. Sandiford; F. Mandl; A. C. Phillips Department of Physics and Astronomy, University of Manchester Properties of Matter B. H. Flowers and E. Mendoza Optics Second Edition F. G. Smith and J. H. Thomson Statistical Physics Second Edition F. Mandl Electromagnetism Second Edition I. S. Grant and W. R. Phillips Statistics R. J. Barlow Solid State Physics Second Edition J. R. Hook and H. E. Hall Quantum Mechanics F. Mandl Particle Physics Secon...

This is the first comprehensive book on information geometry, written by the founder of the field. It begins with an elementary introduction to dualistic geometry and proceeds to a wide range of applications, covering information science, engineering, and neuroscience. It consists of four parts, which on the whole can be read independently. A manifold with a divergence function is first introduced, leading directly to dualistic structure, the heart of information geometry. This part (Part ...

A new edition of the classic, groundbreaking book on robust statisticsOver twenty-five years after the publication of its predecessor, Robust Statistics, Second Edition continues to provide an authoritative and systematic treatment of the topic. This new edition has been thoroughly updated and expanded to reflect the latest advances in the field while also outlining the established theory and applications for building a solid foundation in robust statistic...

This 1971 classic on linear models is once again available--as a Wiley Classics Library Edition. It features material that can be understood by any statistician who understands matrix algebra and basic statistical methods.

This edition contains a large number of additions and corrections scattered throughout the text, including the incorporation of a new chapter on state-space models. The companion diskette for the IBM PC has expanded into the software package ITSM: An Interactive Time Series Modelling Package for the PC, which includes a manual and can be ordered from Springer-Verlag. * We are indebted to many readers who have used the book and programs and made suggestions for improvements. Unfortunately t...

This open access book presents the key aspects of statistics in Wasserstein spaces, i.e. statistics in the space of probability measures when endowed with the geometry of optimal transportation. Further to reviewing state-of-the-art aspects, it also provides an accessible introduction to the fundamentals of this current topic, as well as an overview that will serve as an invitation and catalyst for further research.Statistics in Wasserstein spaces represents an emerging topic in ma...

Statistical data are not always precise numbers, or vectors, or categories. Real data are frequently what is called fuzzy. Examples where this fuzziness is obvious are quality of life data, environmental, biological, medical, sociological and economics data. Also the results of measurements can be best described by using fuzzy numbers and fuzzy vectors respectively.Statistical analysis methods have to be adapted for the analysis of fuzzy data. In this book, the foundations of the d...

Offering accessible and nuanced coverage, Richard W. Hamming discusses theories of probability with unique clarity and depth. Topics covered include the basic philosophical assumptions, the nature of stochastic methods, and Shannon entropy. One of the best introductions to the topic, The Art of Probability is filled with unique insights and tricks worth knowing.