GARCH Models: Structure, Statistical Inference and Financial Applications
Provides a comprehensive and updated study of GARCH models and their applications in finance, covering new developments in the discipline
This book provides a comprehensive and systematic approach to understanding GARCH time series models and their applications whilst presenting the most advanced results...
Probability and Statistics for Computer Scientists
Student-Friendly Coverage of Probability, Statistical Methods, Simulation, and Modeling Tools
Incorporating feedback from instructors and researchers who used the previous edition, Probability and Statistics for Computer Scientists, Second Edition helps students understand general methods of stochastic...
Kalman Filtering: Theory and Practice Using MATLAB
From Reviews of the First Edition
"An authentic magnum opus worth much more than its weight in gold!"
—IEEE Transactions on Automatic Control
The proven textbook on Kalman filtering—now fully updated, revised, and expanded
Stochastic World (Mathematical Engineering)
This book is an introduction into stochastic processes for physicists, biologists and financial analysts. Using an informal approach, all the necessary mathematical tools and techniques are covered, including the stochastic differential equations, mean values, probability distribution functions, stochastic integration and numerical modeling....
The Variational Bayes Method in Signal Processing This is the first book-length treatment of the Variational Bayes (VB) approximation in signal processing. It has been written as a self-contained, self-learning guide for academic and industrial research groups in signal processing, data analysis, machine learning, identification and control. It reviews the VB distributional approximation, showing...
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