Statistical Inference for Diffusion Type Processes
B L S Prakasa Rao
Gebundenes Buch

Statistical Inference for Diffusion Type Processes

Kendall's Library of Statistics 8

Versandkostenfrei!
Versandfertig in 2-4 Wochen
113,99 €
inkl. MwSt.
PAYBACK Punkte
57 °P sammeln!
Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great im...