Statistical inference for stochastic processes is of great importance from the theoretical as well as from an applications point of view in model building. Among the more widely used continuous time processes for stochastic modeling, diffusion type processes have been studied for more than 20 years. This book is a synthesis of those twenty years of research and application and aims to bring together several methods of estimation of parameters involved in processes observed continuously over periods of time or when sampled ...
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Statistical inference for stochastic processes is of great importance from the theoretical as well as from an applications point of view in model building. Among the more widely used continuous time processes for stochastic modeling, diffusion type processes have been studied for more than 20 years. This book is a synthesis of those twenty years of research and application and aims to bring together several methods of estimation of parameters involved in processes observed continuously over periods of time or when sampled data is available as generally feasible. It is accessible to postgraduate students of mathematics and statistics and includes many new application areas and examples with exercises.
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Add this copy of Statistical Inference for Diffusion Type Processes to cart. $141.43, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1999 by Hodder Education Publishers.
Add this copy of Statistical Inference for Diffusion Type Processes to cart. $174.99, new condition, Sold by Just one more Chapter rated 4.0 out of 5 stars, ships from Miramar, FL, UNITED STATES, published 1999 by Hodder Education Publishers.
Add this copy of Statistical Inference for Diffusion Type Processes to cart. $182.04, new condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Santa Clarita, CA, UNITED STATES, published 1999 by Hodder Education Publishers.
