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Statistical Inference for Ergodic Diffusion Processes
Language
English
English
Book
Paperback
The first book in inference for stochastic processes from a statistical, rather than a probabilistic...
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Libristo code: 01434794
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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.
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About the book
Full name
Statistical Inference for Ergodic Diffusion Processes
Author
Yury A. Kutoyants
Language
English
English
Binding
Book - Paperback
Date of issue
2010
Number of pages
482
EAN
9781849969062
ISBN
184996906X
Libristo code
01434794
Publishers
Springer London Ltd
Weight
759
Dimensions
155 x 235 x 27
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