Mendeley出力
＜図書＞
Statistical methods for stochastic differential equations
| 責任表示 | edited by Mathieu Kessler, Alexander Lindner, Michael Sørensen |
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| シリーズ | Monographs on statistics and applied probability ; 124 |
| データ種別 | 図書 |
| 出版情報 | Boca Raton : CRC Press , c2012 |
| 本文言語 | 英語 |
| 大きさ | xxiv, 483 p. ; 25 cm |
| 概要 | Revised from presentations at a May 2007 seminar at La Manga del mar Menor, Cartagena, Spain, seven tutorial papers bring young researchers up to speed on statistics for stochastic differential equati...ns. They cover estimating functions for diffusion-type processes, the econometrics of high-frequency data, statistics and high-frequency data, important sampling techniques for estimating diffusion models, the non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data, Ornstein-Uhlenbeck related models drive by Lévy processes, and parameter estimation for multiscale diffusion. Each year's Séminaiare Européan de Statistique focuses on a different branch of statistics. Annotation ©2012 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
所蔵情報
| 状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | P 012/STAT/2 | 2012 |
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033212012001945 |
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書誌詳細
| 一般注記 | Includes bibliographical references (p. 471-472) and index "A Chapman & Hall book" |
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| 著者標目 | Kessler, Mathieu Lindner, Alexander Sørensen, Michael |
| 件 名 | LCSH:Stochastic differential equations -- Statistical methods
全ての件名で検索
FREE:MATHEMATICS / Differential Equations. bisacsh FREE:MATHEMATICS / Probability & Statistics / General. bisacsh |
| 分 類 | LCC:QA274.23 DC23:515/.35 |
| 書誌ID | 1001478163 |
| ISBN | 9781439849408 |
| NCID | BB09266449 |
| 巻冊次 | ISBN:9781439849408 |
| 登録日 | 2012.06.05 |
| 更新日 | 2013.01.25 |