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Statistical Inference for Ergodic Diffusion Processes

Language EnglishEnglish
Book Paperback
Book Statistical Inference for Ergodic Diffusion Processes Yury A. Kutoyants
Libristo code: 01434794
Publishers Springer London Ltd, October 2010
The first book in inference for stochastic processes from a statistical, rather than a probabilistic... Full description
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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.

About the book

Full name Statistical Inference for Ergodic Diffusion Processes
Author Yury A. Kutoyants
Language English
Binding Book - Paperback
Date of issue 2010
Number of pages 482
EAN 9781849969062
ISBN 184996906X
Libristo code 01434794
Publishers Springer London Ltd
Weight 759
Dimensions 155 x 235 x 27

Categories

Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Mathematics & Science > Mathematics > Probability & statistics
Mathematics & Science > Physics > Mathematical physics
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