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Statistical Inference for Ergodic Diffusion Processes

Name: Statistical Inference for Ergodic Diffusion Processes
Brand: Springer London Ltd
SKU: 9781852337599
Price: 171.73 EUR
Availability: InStock

Autor: Yu A. Kutoyants

Jazyk:

Väzba: Pevná

Vydavateľ: Springer London Ltd

Dostupnosť: Skladom u dodávateľa v malom množstve

Odosielame za 13-18 dní

171.73 €

Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten...

Informácie o knihe

Autor

Yu A. Kutoyants

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2003

Stránok

482

EAN

9781852337599

ISBN

1852337591

Enbook ID

01435337

Vydavateľ

Springer London Ltd

Hmotnosť

874

Rozmery

163 x 236 x 33

Kompletný popis

Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. Itprovides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences.

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Statistical Inference for Ergodic Diffusion Processes

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