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Discretization of Processes

Language EnglishEnglish
Book Hardback
Book Discretization of Processes Jean Jacod
Libristo code: 01658879
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, October 2011
Using classic statistical tools, this book synthesizes ten years of research to establish a sohistic... Full description
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Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself.

About the book

Full name Discretization of Processes
Author Jean Jacod, Philip E. Protter
Language English
Binding Book - Hardback
Date of issue 2011
Number of pages 596
EAN 9783642241260
ISBN 3642241263
Libristo code 01658879
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 1075
Dimensions 155 x 235 x 38

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Economics, Finance, Business & Management > Economics > Econometrics & economic statistics
Mathematics & Science > Mathematics > Probability & statistics
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