Parameter Estimation in Stochastic Differential Equations - Jaya P. N. Bishwal
-20% with code BOOKS
Shipping in 10-16 days
30-day return policy
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding ... Full description
You May Also Like
TOP
Determined: The Science of Life Without Free Will
-20% with code BOOKS
In stock at our supplier
TOP
The Rise and Fall of the Dinosaurs: A New History of a Lost World
-20% with code BOOKS
In stock at our supplier
TOP
Factfulness: Ten Reasons We're Wrong About the World--and Why Things Are Better Than You Think
Ola Rosling, Anna Rosling Rönnlund, Hans Rosling
-20% with code BOOKS
In stock at our supplier
TOP
Biology: A Global Approach, Global Edition
Neil Campbell, Rebecca Orr, Lisa Urry, Peter Minorsky, Michael Cain, Jane Reece, Steven Wasserman
-20% with code BOOKS
In stock at our supplier
TOP
Six Not-so-easy Pieces: Einstein's Relativity, Symmetry, and Space-Time
Richard P. Feynman, Robert B. Leighton, Matthew Sands
-20% with code BOOKS
In stock at our supplier
TOP
Entangled Life: How Fungi Make Our Worlds, Change Our Minds and Shape Our Futures
-20% with code BOOKS
In stock at our supplier
TOP
The Light Eaters: How the Unseen World of Plant Intelligence Offers a New Understanding of Life on Earth
-20% with code BOOKS
In stock at our supplier
TOP
The Age of Alchemy: How Early Innovators Shaped Modern Chemistry
-20% with code BOOKS
In stock at our supplier
TOP
The Secrets of our DNA: How Genetics has Changed the World
-20% with code BOOKS
In stock at our supplier
TOP
Janeway's Immunobiology
Leslie J. Berg, Kenneth Murphy, Casey Weaver
-20% with code BOOKS
In stock at our supplier
TOP
Behave: The Biology of Humans at Our Best and Worst
-20% with code BOOKS
In stock at our supplier
TOP
Why We Sleep: Unlocking the Power of Sleep and Dreams
-20% with code BOOKS
In stock
TOP
Why Machines Learn: The Elegant Maths Behind Modern AI
-20% with code BOOKS
In stock at our supplier
TOP
Life As No One Knows It: The Physics of Life's Emergence
-20% with code BOOKS
In stock at our supplier
TOP
The Rise and Reign of the Mammals: A New History, from the Shadow of the Dinosaurs to Us
-20% with code BOOKS
In stock at our supplier
TOP
Learn Faster, Perform Better: A Musician's Guide to the Neuroscience of Practicing
-20% with code BOOKS
In stock at our supplier
TOP
The Brain That Changes Itself: Stories of Personal Triumph from the Frontiers of Brain Science
-20% with code BOOKS
In stock at our supplier
TOP
How to Solve it: A New Aspect of Mathematical Method
-20% with code BOOKS
In stock at our supplier
Description
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
More Information
| Author | Jaya P. N. Bishwal |
|---|---|
| Publisher | Springer Berlin Heidelberg |
| Release year | 2007 |
| Cover type | Softcover |
| EAN | 9783540744474 |