Discretization of processes:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Berlin [u.a.]
Springer
2012
|
| Schriftenreihe: | Stochastic modelling and applied probability
67 |
| Schlagworte: | |
| Online-Zugang: | BTU01 TUM01 UBA01 UBM01 UBT01 UBW01 UER01 UPA01 Volltext |
| Beschreibung: | Literaturangaben |
| Beschreibung: | 1 Online-Ressource (XIV, 596 S.) graph. Darst. |
| ISBN: | 3642241263 9783642241260 9783642241277 |
| DOI: | 10.1007/978-3-642-24127-7 |
Internformat
MARC
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| 300 | |a 1 Online-Ressource (XIV, 596 S.) |b graph. Darst. | ||
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| 490 | 1 | |a Stochastic modelling and applied probability |v 67 | |
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| 653 | |a 60F05, 60G44, 60H10, 60H35, 60J75, 60G51, 60G57 | ||
| 653 | |a asymptotic error | ||
| 653 | |a central limit theorem for stochastic processes | ||
| 653 | |a density forecasting | ||
| 653 | |a estimation | ||
| 653 | |a jump processes | ||
| 653 | |a law of large numbers for stochastic processes | ||
| 653 | |a semimartingale | ||
| 653 | |a stable convergence | ||
| 653 | |a stochastic processes | ||
| 653 | |a time-varying correlation | ||
| 653 | |a volatility | ||
| 653 | |a weak convergence | ||
| 653 | |a white noise | ||
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Datensatz im Suchindex
| _version_ | 1804148723946618880 |
|---|---|
| any_adam_object | |
| author | Jacod, Jean 1944- Protter, Philip E. 1949- |
| author_GND | (DE-588)140772421 (DE-588)121454304 |
| author_facet | Jacod, Jean 1944- Protter, Philip E. 1949- |
| author_role | aut aut |
| author_sort | Jacod, Jean 1944- |
| author_variant | j j jj p e p pe pep |
| building | Verbundindex |
| bvnumber | BV039797503 |
| classification_rvk | SK 820 |
| classification_tum | MAT 000 MAT 605f MAT 607f |
| collection | ZDB-2-SMA |
| ctrlnum | (OCoLC)844959968 (DE-599)BVBBV039797503 |
| dewey-full | 519.23 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.23 |
| dewey-search | 519.23 |
| dewey-sort | 3519.23 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| doi_str_mv | 10.1007/978-3-642-24127-7 |
| format | Electronic eBook |
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| id | DE-604.BV039797503 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:11:40Z |
| institution | BVB |
| isbn | 3642241263 9783642241260 9783642241277 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-024658040 |
| oclc_num | 844959968 |
| open_access_boolean | |
| owner | DE-634 DE-20 DE-703 DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-29 DE-739 DE-384 DE-83 |
| owner_facet | DE-634 DE-20 DE-703 DE-19 DE-BY-UBM DE-91 DE-BY-TUM DE-29 DE-739 DE-384 DE-83 |
| physical | 1 Online-Ressource (XIV, 596 S.) graph. Darst. |
| psigel | ZDB-2-SMA |
| publishDate | 2012 |
| publishDateSearch | 2012 |
| publishDateSort | 2012 |
| publisher | Springer |
| record_format | marc |
| series | Stochastic modelling and applied probability |
| series2 | Stochastic modelling and applied probability |
| spelling | Jacod, Jean 1944- Verfasser (DE-588)140772421 aut Discretization of processes Jean Jacod ; Philip Protter Berlin [u.a.] Springer 2012 1 Online-Ressource (XIV, 596 S.) graph. Darst. txt rdacontent c rdamedia cr rdacarrier Stochastic modelling and applied probability 67 Literaturangaben Diskreter stochastischer Prozess (DE-588)4150187-1 gnd rswk-swf Hardback Research 60F05, 60G44, 60H10, 60H35, 60J75, 60G51, 60G57 asymptotic error central limit theorem for stochastic processes density forecasting estimation jump processes law of large numbers for stochastic processes semimartingale stable convergence stochastic processes time-varying correlation volatility weak convergence white noise Diskreter stochastischer Prozess (DE-588)4150187-1 s DE-604 Protter, Philip E. 1949- Verfasser (DE-588)121454304 aut Stochastic modelling and applied probability 67 (DE-604)BV035421331 67 https://doi.org/10.1007/978-3-642-24127-7 Verlag Volltext |
| spellingShingle | Jacod, Jean 1944- Protter, Philip E. 1949- Discretization of processes Stochastic modelling and applied probability Diskreter stochastischer Prozess (DE-588)4150187-1 gnd |
| subject_GND | (DE-588)4150187-1 |
| title | Discretization of processes |
| title_auth | Discretization of processes |
| title_exact_search | Discretization of processes |
| title_full | Discretization of processes Jean Jacod ; Philip Protter |
| title_fullStr | Discretization of processes Jean Jacod ; Philip Protter |
| title_full_unstemmed | Discretization of processes Jean Jacod ; Philip Protter |
| title_short | Discretization of processes |
| title_sort | discretization of processes |
| topic | Diskreter stochastischer Prozess (DE-588)4150187-1 gnd |
| topic_facet | Diskreter stochastischer Prozess |
| url | https://doi.org/10.1007/978-3-642-24127-7 |
| volume_link | (DE-604)BV035421331 |
| work_keys_str_mv | AT jacodjean discretizationofprocesses AT protterphilipe discretizationofprocesses |