Statistical Methods for Stochastic Differential Equations - Mathieu Kessler,Alexander Lindner,Michael Sorensen
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The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researc ... Täielik kirjeldus
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Kirjeldus
The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researchers from the field. The book includes applications to finance and econometrics and provides relevant software where applicable.
Lisateave
| Autor | Mathieu Kessler, Alexander Lindner, Michael Sorensen |
|---|---|
| Kirjastaja | CRC Press |
| Väljalaskeaasta | 2012 |
| Kaanetüüp | Kõvakaaneline |
| EAN | 9781439849408 |