Statistical Inference for Ergodic Diffusion Processes

Statistical Inference for Ergodic Diffusion Processes
Author :
Publisher : Springer Science & Business Media
Total Pages : 493
Release :
ISBN-10 : 9781447138662
ISBN-13 : 144713866X
Rating : 4/5 (62 Downloads)

Book Synopsis Statistical Inference for Ergodic Diffusion Processes by : Yury A. Kutoyants

Download or read book Statistical Inference for Ergodic Diffusion Processes written by Yury A. Kutoyants and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Statistical Inference for Ergodic Diffusion Processes Related Books

Statistical Inference for Ergodic Diffusion Processes
Language: en
Pages: 493
Authors: Yury A. Kutoyants
Categories: Mathematics
Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theore
Inference for Diffusion Processes
Language: en
Pages: 439
Authors: Christiane Fuchs
Categories: Mathematics
Type: BOOK - Published: 2013-01-18 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also
Statistical Inference for Diffusion Type Processes
Language: en
Pages: 0
Authors: B.L.S. Prakasa Rao
Categories: Mathematics
Type: BOOK - Published: 2010-05-24 - Publisher: Wiley

DOWNLOAD EBOOK

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 ph
Stochastic Epidemic Models with Inference
Language: en
Pages: 477
Authors: Tom Britton
Categories: Mathematics
Type: BOOK - Published: 2019-11-30 - Publisher: Springer Nature

DOWNLOAD EBOOK

Focussing on stochastic models for the spread of infectious diseases in a human population, this book is the outcome of a two-week ICPAM/CIMPA school on "Stocha
Stochastic Processes and Applications
Language: en
Pages: 345
Authors: Grigorios A. Pavliotis
Categories: Mathematics
Type: BOOK - Published: 2014-11-19 - Publisher: Springer

DOWNLOAD EBOOK

This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sci