Statistical inference for ergodic diffusion processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Yury A. Kutoyants 作者

譯者

2003-10-31 出版日期

500 頁數

1411.00元價格

Hardcover

叢書系列

9781852337599 圖書編碼

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發表於2024-11-28

Statistical inference for ergodic diffusion processes 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2024

Statistical inference for ergodic diffusion processes 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2024

Statistical inference for ergodic diffusion processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2024

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Statistical inference for ergodic diffusion processes 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Statistical inference for ergodic diffusion processes 在線電子書圖書描述

Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences. From the reviews: "This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature...It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints...I have no doubt that it will come to be regarded as a classic text." Journal of the Royal Statistical Society, Series A, v. 167

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