Statistical Inference for Ergodic Diffusion Processes (Hardcover, 2004 ed.)

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.

General

Imprint:	Springer London
Country of origin:	United Kingdom
Series:	Springer Series in Statistics
Release date:	November 2003
First published:	2004
Authors:	Yury A. Kutoyants
Dimensions:	235 x 155 x 33mm (L x W x T)
Format:	Hardcover
Pages:	482
Edition:	2004 ed.
ISBN-13:	978-1-85233-759-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Promotions
LSN:	1-85233-759-1
Barcode:	9781852337599

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