Statistical methods for stochastic differential equations:
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Boca Raton
CRC Press
2012
|
| Schriftenreihe: | Monographs on statistics and applied probability
124 |
| Schlagworte: | |
| Beschreibung: | "A Chapman & Hall book." Includes bibliographical references "Preface The chapters of this volume represent the revised versions of the main papers given at the seventh Séminaire Européen de Statistique on "Statistics for Stochastic Differential Equations Models", held at La Manga del Mar Menor, Cartagena, Spain, May 7th-12th, 2007. The aim of the Sþeminaire Europþeen de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of statistical science which are of major current interest. As a consequence, this volume is tutorial, following the tradition of the books based on the previous seminars in the series entitled: Networks and Chaos - Statistical and Probabilistic Aspects. Time Series Models in Econometrics, Finance and Other Fields. Stochastic Geometry: Likelihood and Computation. Complex Stochastic Systems. Extreme Values in Finance, Telecommunications and the Environment. Statistics of Spatio-temporal Systems. About 40 young scientists from 15 different nationalities mainly from European countries participated. More than half presented their recent work in short communications; an additional poster session was organized, all contributions being of high quality. The importance of stochastic differential equations as the modeling basis for phenomena ranging from finance to neurosciences has increased dramatically in recent years. Effective and well behaved statistical methods for these models are therefore of great interest. However the mathematical complexity of the involved objects raise theoretical but also computational challenges. The Séminaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and,"-- |
| Beschreibung: | 1 Online-Ressource (xxiv, 472 p) |
| ISBN: | 9781439849408 9781439849767 |
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Datensatz im Suchindex
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| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 515 - Analysis |
| dewey-raw | 515/.35 |
| dewey-search | 515/.35 |
| dewey-sort | 3515 235 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:34:37Z |
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| isbn | 9781439849408 9781439849767 |
| language | English |
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| spelling | Statistical methods for stochastic differential equations edited by Mathieu Kessler, Alexander Lindner, Michael Sørensen Boca Raton CRC Press 2012 1 Online-Ressource (xxiv, 472 p) txt rdacontent c rdamedia cr rdacarrier Monographs on statistics and applied probability 124 "A Chapman & Hall book." Includes bibliographical references "Preface The chapters of this volume represent the revised versions of the main papers given at the seventh Séminaire Européen de Statistique on "Statistics for Stochastic Differential Equations Models", held at La Manga del Mar Menor, Cartagena, Spain, May 7th-12th, 2007. The aim of the Sþeminaire Europþeen de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of statistical science which are of major current interest. As a consequence, this volume is tutorial, following the tradition of the books based on the previous seminars in the series entitled: Networks and Chaos - Statistical and Probabilistic Aspects. Time Series Models in Econometrics, Finance and Other Fields. Stochastic Geometry: Likelihood and Computation. Complex Stochastic Systems. Extreme Values in Finance, Telecommunications and the Environment. Statistics of Spatio-temporal Systems. About 40 young scientists from 15 different nationalities mainly from European countries participated. More than half presented their recent work in short communications; an additional poster session was organized, all contributions being of high quality. The importance of stochastic differential equations as the modeling basis for phenomena ranging from finance to neurosciences has increased dramatically in recent years. Effective and well behaved statistical methods for these models are therefore of great interest. However the mathematical complexity of the involved objects raise theoretical but also computational challenges. The Séminaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and,"-- Online-Ausgabe Available via World Wide Web Stochastic differential equations / Statistical methods Stochastische Differentialgleichung (DE-588)4057621-8 gnd rswk-swf 1\p (DE-588)1071861417 Konferenzschrift 2007 Cartagena gnd-content Stochastische Differentialgleichung (DE-588)4057621-8 s 2\p DE-604 Kessler, Mathieu Sonstige oth Lindner, Alexander Sonstige oth Sørensen, Michael Sonstige oth Reproduktion von Statistical methods for stochastic differential equations 2012 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Statistical methods for stochastic differential equations Stochastic differential equations / Statistical methods Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| subject_GND | (DE-588)4057621-8 (DE-588)1071861417 |
| title | Statistical methods for stochastic differential equations |
| title_auth | Statistical methods for stochastic differential equations |
| title_exact_search | Statistical methods for stochastic differential equations |
| title_full | Statistical methods for stochastic differential equations edited by Mathieu Kessler, Alexander Lindner, Michael Sørensen |
| title_fullStr | Statistical methods for stochastic differential equations edited by Mathieu Kessler, Alexander Lindner, Michael Sørensen |
| title_full_unstemmed | Statistical methods for stochastic differential equations edited by Mathieu Kessler, Alexander Lindner, Michael Sørensen |
| title_short | Statistical methods for stochastic differential equations |
| title_sort | statistical methods for stochastic differential equations |
| topic | Stochastic differential equations / Statistical methods Stochastische Differentialgleichung (DE-588)4057621-8 gnd |
| topic_facet | Stochastic differential equations / Statistical methods Stochastische Differentialgleichung Konferenzschrift 2007 Cartagena |
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