Statistical Inference for Ergodic Diffusion Processes concerns a branch of statistical inference that is often used in physics and mathematical finance. The author, a well-respected researcher in the area, has gathered a wealth of material and results from the past ten years, and combined it with some new and interesting results to produce a state-of-the-art monograph that will be extremely useful for postgraduate students and researchers in the area.
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Statistical Inference for Ergodic Diffusion Processes concerns a branch of statistical inference that is often used in physics and mathematical finance. The author, a well-respected researcher in the area, has gathered a wealth of material and results from the past ten years, and combined it with some new and interesting results to produce a state-of-the-art monograph that will be extremely useful for postgraduate students and researchers in the area.
Read Less
