Statistical Inference for Ergodic Diffusion Processes - Yury A Kutoyants
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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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Description
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.
More Information
| Author | Yury A Kutoyants |
|---|---|
| Publisher | Springer London |
| Release year | 2003 |
| Cover type | Hardcover |
| EAN | 9781852337599 |