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 Estimation  


  
Risk and Asset Allocation (Springer Finance)
Attilio Meucci

Springer, 2008

Not for the faint-hearted
A great book if you have a strong mathematical background. But the question of asset allocation is bedevilled by mathematics which is too strong to support the weak data supplied by the markets in which we invest. Unless this weak data is properly integrated into ...
  
  











  



  
Guesstimation: Solving the World's Problems on the Back of a Cocktail Napkin
Lawrence Weinstein, John A. Adam

Princeton University Press, 2008

Use the skills you have
If you can do basic arithmetic with one-digit numbers - add, subtract, multiply, divide - you can be a math genius. Maybe not genius, but you can still blow the doors off most people, and build up a healthy amount of BS-proofing, just by learning how to apply the ...
  
  











  



  
Occupancy Estimation and Modeling: Inferring Patterns and Dynamics of Species Occurrence
Darryl I. MacKenzie, James D. Nichols, ...

Academic Press, 2005

Great book for understanding site occupancy modeling
I think this is a pretty good book. It is the only reference on this relatively new type of patch occupancy modeling. It is mainly focused on the models of MacKenzie et al. and the Royle and Nichols model. This is a great place to start if you know nothing about ...
  
  











  



  
Betcha! Estimating (Mathstart, Level 3)
Stuart J. Murphy

HarperTrophy, 1997

Get For First Tiem Estimators
This is a great book for children who know how to estimate and for those who are just learing. This book is filled with pictures and illistrations on how you would estimate wiht a many number of things. A thing that I liked about this book is that it just wasn't ...
  
  











  



  
Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches
Dan Simon

Wiley-Interscience, 2006

Very very good
A very clear, well written book that takes you step by step from the algebra and statistics basics to the most advanced developments of dynamic systems. The first part of the book is about providing all the knowledge required for the rest of the book in linear system ...
  
  











  



  
Software Estimation: Demystifying the Black Art (Best Practices (Microsoft))
Steve McConnell

Microsoft Press, 2006

Science of software estimation
Steve McConnell explains how software estimation is more a science than an art. Information in this books can applied to agile development as well to the classical approach. So if You struggle (I'm sure You do) with estimation, this is excellent book for You, it ...
  
  











  



  
Great Estimations
Bruce Goldstone

Henry Holt and Co. (BYR), 2006

A must-have book for young children
I bought this book for my five-year-old, and my seven-year-old can't put it down. They both want it for their bedtime book, which is fine by me. This book is fun, engaging and smart. The author does a great job making numbers, even the really big ones, less scary and ...
  
  











  



  
Applied Optimal Estimation

The MIT Press, 1974

great reference and guide to Kalman Filtering
I worked in the aerospace industry from 1980-1991. During my years at the Aerospace Corporation I got this book as a reference to the application of Kalman filtering to orbit determination and estimation problems. So my experience and appreciation for this book is very ...
  
  











  



  
Fundamentals of Statistical Processing, Volume I: Estimation Theory (Prentice Hall Signal Processing Series)
Steven M. Kay

Prentice Hall PTR, 1993

Perfect
One of the best written textbooks I have ever read, in any field. Crystal clear, and is a gold mine of knowledge.
  
  











  



  
Optimal Control and Estimation (Dover Books on Advanced Mathematics)
Robert F. Stengel

Dover Publications, 1994

Awesome grad level controls text.
Very good treatment of Kalman filter
  
  











  



  
Density Estimation for Statistics and Data Analysis (Monographs on Statistics and Applied Probability)
Bernard. W. Silverman

Chapman & Hall/CRC, 1986

Best book on this subject
Quite a few books have been written since 1986, but this book is still the best. Very intuitive and very readable. It is written with a mastery of the subject and an excellent style of pedagogy. I remember of the joy and refreshness of reading this book around 1987 ...
  
  











  



  
Modelling Extremal Events: for Insurance and Finance (Stochastic Modelling and Applied Probability)
Paul Embrechts, Claudia Klüppelberg, ...

Springer, 2008

most detailed coverage on extremes and their application to finance
book presents extreme value theory and its applications with the finance industry as its primary target. There have been many excellent texts written on extreme value theory but none this extensive. As the authors admit even as extensive as it is the theory of ...
  
  











  



  
ZigBee Wireless Networks and Transceivers
Shahin Farahani

Newnes, 2008

ZigBee is a short-range wireless networking standard backed by such industry leaders as Motorola, Texas Instruments, Philips, Samsung, Siemens, Freescale, etc. It supports mesh networking, each node can transmit and receive data, offers high security and robustness, and is being rapidly adopted in industrial, control/monitoring, and medical ...
  
  











  



  
Stochastic Processes and Filtering Theory
Andrew H. Jazwinski

Dover Publications, 2007

This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical ...
  
  











  



  
Greater Estimations
Bruce Goldstone

Henry Holt and Co. (BYR), 2008

one of the greatest books
Goldstone is the rare author who knows how to write for children without ever condescending to them. This book is fun and smart. It is one of my children's favorite reads, though I doubt they realize how many tricky concepts this book gets them to think about and enjoy ...
  
  











  



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great reference and guide to Kalman Filtering

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