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Ebooks Statistical Methods for Stochastic Differential Equations PDF by Mathieu Kessler for free Category: Differential Calculus & Equations
The author of the book: Mathieu Kessler
Edition: Taylor & Francis Ltd
Date of issue: 18 May 2012
EAN: 1439849404
ISBN: 9781439849408
Language: English
Format files: Epub, PDF
The size of the: 1.36 MB
City - Country: Boca Raton, FL, United States

Full description of the book Statistical Methods for Stochastic Differential Equations:

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a spectrum of estimation methods, including nonparametric estimation as well as parametric estimation based on likelihood methods, estimating functions PDF, and simulation techniques. Two chapters are devoted to high-frequency data. Multivariate models are also considered, including partially observed systems, asynchronous sampling, tests for simultaneous jumps, and multiscale diffusions. Statistical Methods for Stochastic Differential Equations is useful to the theoretical statistician and the probabilist who works in or intends to work in the field, as well as to the applied statistician or financial econometrician who needs the methods to analyze biological or financial time series.

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About the author Mathieu Kessler

Matthieu Kessler, Department of Applied Mathematics and Statistics, University of Cartagena, Spain Alexander Lindner, Institute of Mathematics and Statistics, TU Braunschweig, Germany Michael Sorensen, Department of Mathematical Sciences, University of Copenhagen, Denmark


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6 Comments:


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1 day ago


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Like a good book!
2 days ago


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2 days ago


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3 days ago


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3 days ago


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3 days ago




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