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Statistical Estimation
when certain parameters in the problem tend to limiting values (for example, when the sample size increases indefinitely, the intensity of the noise ap proaches zero, etc.) To address the problem of asymptotically optimal estimators consider the following important case. Let X 1, X 2, ... , X n be independent observations with the joint probability density !(x,O) (with respect to the Lebesgue measure on the real line) which depends on the unknown patameter o e 9 c R1. It is required to derive the best (asymptotically) estimator 0:( X b ... , X n) of the parameter O. The first question which arises in connection with this problem is how to compare different estimators or, equivalently, how to...
Ibragimov
None
Gaussian Random Processes
The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being...
Mathematical Analysis
This volume contains three articles: "Asymptotic methods in the theory of ordinary differential equations" b'y V. F. Butuzov, A. B. Vasil'eva, and M. V. Fedoryuk, "The theory of best ap proximation in Dormed linear spaces" by A. L. Garkavi, and "Dy namical systems with invariant measure" by A. 'VI. Vershik and S. A. Yuzvinskii. The first article surveys the literature on linear and non linear singular asymptotic problems, in particular, differential equations with a small parameter. The period covered by the survey is primarily 1962-1967. The second article is devoted to the problem of existence, characterization, and uniqueness of best approximations in Banach spaces. One of the chapters al...
Introduction to Nonparametric Estimation
Developed from lecture notes and ready to be used for a course on the graduate level, this concise text aims to introduce the fundamental concepts of nonparametric estimation theory while maintaining the exposition suitable for a first approach in the field.
The Kolmogorov Legacy in Physics
The present volume, published at the occasion of his 100th birthday anniversary, is a collection of articles that reviews the impact of Kolomogorov's work in the physical sciences and provides an introduction to the modern developments that have been triggered in this way to encompass recent applications in biology, chemistry, information sciences and finance.
