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.


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