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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.

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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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