Author | : Yury A. Kutoyants |
File Size | : 51,6 Mb |
Publisher | : Springer Science & Business Media |
Language | : English |
Release Date | : 09 March 2013 |
ISBN | : 9781447138662 |
Pages | : 493 pages |
Statistical Inference for Ergodic Diffusion Processes by Yury A. Kutoyants Book PDF Summary
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.