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Simulation and Inference for Stochastic Differential Equations: With R Examples
Organized into four chapters, this book presents several classes of processes used in mathematics, computational biology, finance and the social sciences. Dealing with simulation schemes, it focuses on parametric estimation techniques. It also contains topics like nonparametric estimation, model ide...
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| Lenguaje: | eng |
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Springer
2008
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| Acceso en línea: | https://dx.doi.org/10.1007/978-0-387-75839-8 http://cds.cern.ch/record/1315323 |