Statistical Inference for Ergodic Diffusion Processes

This book PDF is perfect for those who love Mathematics genre, written by Yury A. Kutoyants and published by Springer Science & Business Media which was released on 09 March 2013 with total hardcover pages 493. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Statistical Inference for Ergodic Diffusion Processes books below.

Statistical Inference for Ergodic Diffusion Processes
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
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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.

Statistical Inference for Ergodic Diffusion Processes

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.

Get Book
Statistical Inference for Ergodic Diffusion Processes

Download or read online Statistical Inference for Ergodic Diffusion Processes written by Yury A. Kutoyants, published by Unknown which was released on 2014-01-15. Get Statistical Inference for Ergodic Diffusion Processes Books now! Available in PDF, ePub and Kindle.

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Statistical Inference for Ergodic Diffusion Processes

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.

Get Book
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Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively

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