Inference for Diffusion Processes
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- Synopsis
- 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 by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.
- Copyright:
- 2012
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9783642259692
- Related ISBNs:
- 9783642259685
- Publisher:
- Springer Berlin Heidelberg
- Date of Addition:
- 12/13/16
- Copyrighted By:
- Springer
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Science, Business and Finance, Mathematics and Statistics, Medicine
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
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- by Christiane Fuchs
- in Nonfiction
- in Science
- in Business and Finance
- in Mathematics and Statistics
- in Medicine