Statistical Inference for Ergodic Diffusion Processes

Statistical Inference for Ergodic Diffusion Processes
Author :
Publisher : Springer Science & Business Media
Total Pages : 500
Release :
ISBN-10 : 1852337591
ISBN-13 : 9781852337599
Rating : 4/5 (91 Downloads)

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

Download or read book Statistical Inference for Ergodic Diffusion Processes written by Yu. A. Kutoyants and published by Springer Science & Business Media. This book was released on 2004 with total page 500 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.


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