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Statistical Methods for Stochastic Differential Equations

Statistical Methods for Stochastic Differential Equations

Hardcover

Series: Chapman & Hall/CRC Monographs on Statistics and Applied Prob

General MathematicsProbability & Statistics

ISBN10: 1439849404
ISBN13: 9781439849408
Publisher: CRC Press
Published: May 17 2012
Pages: 508
Weight: 1.85
Height: 1.30 Width: 6.10 Depth: 9.20
Language: English

The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researchers from the field. The book includes applications to finance and econometrics.

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General Mathematics