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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Detalles Bibliográficos
Autor principal: Iacus, Stefano M
Lenguaje:eng
Publicado: Springer 2008
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-0-387-75839-8
http://cds.cern.ch/record/1315323
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author Iacus, Stefano M
author_facet Iacus, Stefano M
author_sort Iacus, Stefano M
collection CERN
description 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 identification and change point estimation
id cern-1315323
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2008
publisher Springer
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spelling cern-13153232021-04-22T01:13:48Zdoi:10.1007/978-0-387-75839-8http://cds.cern.ch/record/1315323engIacus, Stefano MSimulation and Inference for Stochastic Differential Equations: With R ExamplesMathematical Physics and MathematicsOrganized 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 identification and change point estimationSpringeroai:cds.cern.ch:13153232008
spellingShingle Mathematical Physics and Mathematics
Iacus, Stefano M
Simulation and Inference for Stochastic Differential Equations: With R Examples
title Simulation and Inference for Stochastic Differential Equations: With R Examples
title_full Simulation and Inference for Stochastic Differential Equations: With R Examples
title_fullStr Simulation and Inference for Stochastic Differential Equations: With R Examples
title_full_unstemmed Simulation and Inference for Stochastic Differential Equations: With R Examples
title_short Simulation and Inference for Stochastic Differential Equations: With R Examples
title_sort simulation and inference for stochastic differential equations: with r examples
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-0-387-75839-8
http://cds.cern.ch/record/1315323
work_keys_str_mv AT iacusstefanom simulationandinferenceforstochasticdifferentialequationswithrexamples

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