Statistical Inference for Ergodic Diffusion Processes

Specificaties
Gebonden, 482 blz. | Engels
Springer London | 2004e druk, 2003
ISBN13: 9781852337599
Rubricering
Juridisch :
Springer London 2004e druk, 2003 9781852337599
Onderdeel van serie Springer Series in Statistics
Verwachte levertijd ongeveer 9 werkdagen

Samenvatting

The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.

 

Specificaties

ISBN13:9781852337599
Taal:Engels
Bindwijze:gebonden
Aantal pagina's:482
Uitgever:Springer London
Druk:2004

Inhoudsopgave

1 Diffusion Processes and Statistical Problems.- 2 Parameter Estimation.- 3 Special Models.- 4 Nonparametric Estimation.- 5 Hypotheses Testing.- Historical Remarks.- References.

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        Statistical Inference for Ergodic Diffusion Processes