eBook, PDF

Statistical Inference for Ergodic Diffusion Processes (eBook, PDF)

Versandkostenfrei!

Sofort per Download lieferbar

89,95 €

inkl. MwSt.

Jetzt bewerten

Alle Infos zum eBook verschenken

Weitere Ausgaben:

Gebundenes Buch Broschiertes Buch

PAYBACK Punkte

45 °P sammeln!

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.

Dieser Download kann aus rechtlichen Gründen nur mit Rechnungsadresse in A, B, BG, CY, CZ, D, DK, EW, E, FIN, F, GR, HR, H, IRL, I, LT, L, LR, M, NL, PL, P, R, S, SLO, SK ausgeliefert werden.

From the reviews: "This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature...It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints...I have no doubt that it will come to be regarded as a classic text." Journal of the Royal Statistical Society, Series A, v. 167 "This book is an amazing collection of results and examples of inference problems in the setup considered. Each chapter also considers historical remarks and starts with a very focused introduction explaining in a few lines the content of the chapter. ... The book is well written ... . This book will be useful to both Ph.D. students in