Preface. Symbols and units. Part I: Foundations of Estimation Theory. 1. Essence of the Role of Estimation and the Fundamental Problems of Estimation Theory. 2. Development of Estimation Theory and its Application to Hydrology and Water Engineering. Basic methods of the theory of estimation. Methods of examination of the representativeness of sample characteristics based on comparative analysis. Methods of parameter estimation based upon simulation models of random sequences. 3. Sample Characteristics. Their Distribution. Definition of characteristics. Their fundamental relationship to parameters. Problems of the distribution of characteristics. Estimators of autocorrelation function and spectral density. Problems of filtration. Computation of point interval estimates of parameters. 4. Estimation of Parameters by the Moments Method. Principles of the moments method and the application of simulation models of random sequences to estimation. Estimation of parameters of populations with various probability distributions. Mutual relationships between the random, probable and systematic errors of parameter estimation. Effect of extreme sample elements on parameter estimation. 5. Estimation of Parameters by Method of Maximum Likelihood. Brief review of the development of the method. Principle of the method of maximum likelihood and the application of simulation models of random sequences to estimation. Estimation of parameters of populations with various probability distributions. Properties of parameter estimates of populations with various probability distributions. 6. Estimation of Parameters by the Quantiles Method. Principle of quantiles method and the application of simulation models of synthetic sequences to estimation. Properties of parameter estimates of populations with various probablilty distributions. 7. Analysis of Time Series, and Their Mathematical Modelling. </STR
Methodological procedures of the theory of estimation of statistical parameters of time series and their application to hydrology and water engineering, particularly the sphere of reservoir-controlled runoffs, are dealt with in this volume. For estimates use is made of random sequences generated for various probability properties. This methodological approach enables examination of the properties of random and systematic errors of the parameters estimated even for the asymmetrical probability distributions, which are frequent in hydrology and water engineering. This book will be of interest to stochastic hydrologists.
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- © Elsevier Science 1993
- 10th June 1993
- Elsevier Science
- eBook ISBN:
Faculty of Civil Engineering, Technical University, Prague, Czechoslovakia