This book discusses dynamical systems that are typically driven by stochastic dynamic noise. It is written by two statisticians essentially for the statistically inclined readers. It covers many of the contributions made by the statisticians in the past twenty years or so towards our understanding of estimation, the Lyapunov-like index, the nonparametric regression, and many others, many of which are motivated by their dynamical system counterparts but have now acquired a distinct statistical flavor.
- ISBN13 9780387952802
- Publish Date 9 August 2001
- Publish Status Active
- Publish Country US
- Imprint Springer-Verlag New York Inc.
- Edition 2001 ed.
- Format Hardcover
- Pages 300
- Language English