Inference for Diffusion Processes

经济统计学

售   价:
1062.00
作      者
出  版 社
出版时间
2015年06月15日
装      帧
平装
ISBN
9783642430176
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页      码
430
语      种
英语
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图书简介
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.
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