Inference for Diffusion Processes PDF
By:Christiane Fuchs
Published on 2013-01-18 by Springer Science & Business Media
Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.
This Book was ranked at 40 by Google Books for keyword Science Math Evolution novel.
Book ID of Inference for Diffusion Processes's Books is kRJEAAAAQBAJ, Book which was written byChristiane Fuchshave ETAG "ZAyFmrh3x8I"
Book which was published by Springer Science & Business Media since 2013-01-18 have ISBNs, ISBN 13 Code is 9783642259692 and ISBN 10 Code is 3642259693
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Book which have "430 Pages" is Printed at BOOK under CategoryMathematics
Book was written in en
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