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Statistical Inference for Ergodic Diffusion Processes

Statistical Inference for Ergodic Diffusion Processes

Paperback

Series: Springer Statistics

PhysicsProbability & Statistics

ISBN10: 184996906X
ISBN13: 9781849969062
Publisher: Springer Nature
Published: Oct 19 2010
Pages: 482
Weight: 1.53
Height: 1.01 Width: 6.14 Depth: 9.21
Language: English
Statistical Inference for Ergodic Diffusion Processes concerns a branch of statistical inference that is often used in physics and mathematical finance. The author, a well-respected researcher in the area, has gathered a wealth of material and results from the past ten years, and combined it with some new and interesting results to produce a state-of-the-art monograph that will be extremely useful for postgraduate students and researchers in the area.

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Probability & Statistics