How Long to Read Identification of Dynamical Systems with Small Noise

How Long Does it Take to Read Identification of Dynamical Systems with Small Noise?

It takes the average reader 5 hours and 2 minutes to read Identification of Dynamical Systems with Small Noise by Yury A. Kutoyants

Assuming a reading speed of 250 words per minute. Learn more

Description

Small noise is a good noise. In this work, we are interested in the problems of estimation theory concerned with observations of the diffusion-type process Xo = Xo, 0 ~ t ~ T, (0. 1) where W is a standard Wiener process and St(') is some nonanticipative smooth t function. By the observations X = {X , 0 ~ t ~ T} of this process, we will solve some t of the problems of identification, both parametric and nonparametric. If the trend S(-) is known up to the value of some finite-dimensional parameter St(X) = St((}, X), where (} E e c Rd , then we have a parametric case. The nonparametric problems arise if we know only the degree of smoothness of the function St(X), 0 ~ t ~ T with respect to time t. It is supposed that the diffusion coefficient c is always known. In the parametric case, we describe the asymptotical properties of maximum likelihood (MLE), Bayes (BE) and minimum distance (MDE) estimators as c --+ 0 and in the nonparametric situation, we investigate some kernel-type estimators of unknown functions (say, StO,O ~ t ~ T). The asymptotic in such problems of estimation for this scheme of observations was usually considered as T --+ 00 , because this limit is a direct analog to the traditional limit (n --+ 00) in the classical mathematical statistics of i. i. d. observations. The limit c --+ 0 in (0. 1) is interesting for the following reasons.

How long is Identification of Dynamical Systems with Small Noise?

Identification of Dynamical Systems with Small Noise by Yury A. Kutoyants is 301 pages long, and a total of 75,551 words.

This makes it 102% the length of the average book. It also has 92% more words than the average book.

How Long Does it Take to Read Identification of Dynamical Systems with Small Noise Aloud?

The average oral reading speed is 183 words per minute. This means it takes 6 hours and 52 minutes to read Identification of Dynamical Systems with Small Noise aloud.

What Reading Level is Identification of Dynamical Systems with Small Noise?

Identification of Dynamical Systems with Small Noise is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

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