Statistics for stochastic processes study aid

Statistics for stochastic processes, Study aid

Bibliographic Details
Corporate Author:	National Research Tomsk Polytechnic University
Other Authors:	Semenov M. E. Mikhail Evgenievich (220), Fedorov G. V. Gleb Vladimirovich
Summary:	Заглавие с титульного экрана Текст на английском языке The study aid discusses the basic concepts of stochastic processes. Numerical schemes for solving stochastic differential equations are presented, parametric and non-parametric approaches for identifying model parameters are briefly considered, as well as techniques for reducing variation in Monte Carlo simulations and criteria for choosing the best model. All sections of the study aid include practical problems for solving in R/Python language. The study aid is based on the course "Statistics for stochastic processes" and can be useful for students of direction of training 01.03.02, 01.04.02 "Applied Mathematics and Computer Science". Текстовый файл AM_TPU_network
Published:	Tomsk, TPU Publishing House, 2023
Subjects:	электронный ресурс труды учёных ТПУ учебные пособия stochastic process случайные процессы stochastic differential equation стохастические дифференциальные уравнения Monte Carlo method Метод Монте-Карло practical problems практические задачи R/Python
Online Access:	https://www.lib.tpu.ru/fulltext2/m/2023/m33.pdf
Format:	Electronic Book
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=669725

Internet

https://www.lib.tpu.ru/fulltext2/m/2023/m33.pdf