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Statistical Inference for Diffusion Type Process

Name: Statistical Inference for Diffusion Type Process
Brand: John Wiley & Sons Inc
SKU: 9780470711125
Price: 123.95 EUR
Availability: InStock

Autor: B. L. S. Prakasa Rao

Jazyk:

Väzba: Pevná

Vydavateľ: John Wiley & Sons Inc

Dostupnosť: Skladom u dodávateľa

Odosielame za 10-18 dní

123.95 €

Decision making in all spheres of activity involves uncertainty. If rational decisions have to be ma...

Informácie o knihe

Autor

B. L. S. Prakasa Rao

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

1999

Stránok

366

EAN

9780470711125

ISBN

0470711124

Enbook ID

04885476

Vydavateľ

John Wiley & Sons Inc

Hmotnosť

700

Rozmery

165 x 244 x 26

Kompletný popis

Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great importance from the theoretical as well as from applications point of view in model building. During the past twenty years, there has been a large amount of progress in the study of inferential aspects for continuous as well as discrete time stochastic processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to bring together several methods of estimation of parameters involved in such processes when the process is observed continuously over a period of time or when sampled data is available as generally feasible.

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