Statistical Inference for Ergodic Diffusion Processes:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
London
Springer London
2004
|
| Schriftenreihe: | Springer Series in Statistics
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences. From the reviews: "This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature...It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints...I have no doubt that it will come to be regarded as a classic text." Journal of the Royal Statistical Society, Series A, v. 167 |
| Beschreibung: | 1 Online-Ressource (XIV, 482 p) |
| ISBN: | 9781447138662 9781849969062 |
| ISSN: | 0172-7397 |
| DOI: | 10.1007/978-1-4471-3866-2 |
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Datensatz im Suchindex
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| institution | BVB |
| isbn | 9781447138662 9781849969062 |
| issn | 0172-7397 |
| language | English |
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| spelling | Kutoyants, Yury A. Verfasser aut Statistical Inference for Ergodic Diffusion Processes by Yury A. Kutoyants London Springer London 2004 1 Online-Ressource (XIV, 482 p) txt rdacontent c rdamedia cr rdacarrier Springer Series in Statistics 0172-7397 Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences. From the reviews: "This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature...It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints...I have no doubt that it will come to be regarded as a classic text." Journal of the Royal Statistical Society, Series A, v. 167 Statistics Mathematical statistics Statistical Theory and Methods Statistik Ergodentheorie (DE-588)4015246-7 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 gnd rswk-swf Parameterschätzung (DE-588)4044614-1 gnd rswk-swf Diffusionsprozess (DE-588)4274463-5 s Ergodentheorie (DE-588)4015246-7 s Parameterschätzung (DE-588)4044614-1 s 1\p DE-604 https://doi.org/10.1007/978-1-4471-3866-2 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Kutoyants, Yury A. Statistical Inference for Ergodic Diffusion Processes Statistics Mathematical statistics Statistical Theory and Methods Statistik Ergodentheorie (DE-588)4015246-7 gnd Diffusionsprozess (DE-588)4274463-5 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| subject_GND | (DE-588)4015246-7 (DE-588)4274463-5 (DE-588)4044614-1 |
| title | Statistical Inference for Ergodic Diffusion Processes |
| title_auth | Statistical Inference for Ergodic Diffusion Processes |
| title_exact_search | Statistical Inference for Ergodic Diffusion Processes |
| title_full | Statistical Inference for Ergodic Diffusion Processes by Yury A. Kutoyants |
| title_fullStr | Statistical Inference for Ergodic Diffusion Processes by Yury A. Kutoyants |
| title_full_unstemmed | Statistical Inference for Ergodic Diffusion Processes by Yury A. Kutoyants |
| title_short | Statistical Inference for Ergodic Diffusion Processes |
| title_sort | statistical inference for ergodic diffusion processes |
| topic | Statistics Mathematical statistics Statistical Theory and Methods Statistik Ergodentheorie (DE-588)4015246-7 gnd Diffusionsprozess (DE-588)4274463-5 gnd Parameterschätzung (DE-588)4044614-1 gnd |
| topic_facet | Statistics Mathematical statistics Statistical Theory and Methods Statistik Ergodentheorie Diffusionsprozess Parameterschätzung |
| url | https://doi.org/10.1007/978-1-4471-3866-2 |
| work_keys_str_mv | AT kutoyantsyurya statisticalinferenceforergodicdiffusionprocesses |