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Statistical Inference for Ergodic Diffusion Processes

Statistical Inference for Ergodic Diffusion Processes

Hardcover

Series: Springer Statistics

PhysicsProbability & Statistics

ISBN10: 1852337591
ISBN13: 9781852337599
Publisher: Springer Nature
Published: Nov 27 2003
Pages: 482
Weight: 2.06
Height: 1.34 Width: 6.46 Depth: 9.46
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