Statistical Inference for Ergodic Diffusion Processes
| Author | : Yury A. Kutoyants |
| Publisher | : Springer Science & Business Media |
| Total Pages | : 493 |
| Release | : 2013-03-09 |
| ISBN-10 | : 9781447138662 |
| ISBN-13 | : 144713866X |
| Rating | : 4/5 (66X Downloads) |
Book Synopsis Statistical Inference for Ergodic Diffusion Processes by : Yury A. Kutoyants
Download or read book Statistical Inference for Ergodic Diffusion Processes written by Yury A. Kutoyants and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
