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...

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Detalles Bibliográficos
Autores principales: Kessler, Mathieu, Lindner, Alexander, Sorensen, Michael
Lenguaje:eng
Publicado: CRC Press 2012
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/1487231
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author Kessler, Mathieu
Lindner, Alexander
Sorensen, Michael
author_facet Kessler, Mathieu
Lindner, Alexander
Sorensen, Michael
author_sort Kessler, Mathieu
collection CERN
description 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 sp
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2012
publisher CRC Press
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spelling cern-14872312021-04-22T00:14:35Zhttp://cds.cern.ch/record/1487231engKessler, MathieuLindner, AlexanderSorensen, MichaelStatistical Methods for Stochastic Differential EquationsMathematical Physics and Mathematics 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 spCRC Pressoai:cds.cern.ch:14872312012
spellingShingle Mathematical Physics and Mathematics
Kessler, Mathieu
Lindner, Alexander
Sorensen, Michael
Statistical Methods for Stochastic Differential Equations
title Statistical Methods for Stochastic Differential Equations
title_full Statistical Methods for Stochastic Differential Equations
title_fullStr Statistical Methods for Stochastic Differential Equations
title_full_unstemmed Statistical Methods for Stochastic Differential Equations
title_short Statistical Methods for Stochastic Differential Equations
title_sort statistical methods for stochastic differential equations
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1487231
work_keys_str_mv AT kesslermathieu statisticalmethodsforstochasticdifferentialequations
AT lindneralexander statisticalmethodsforstochasticdifferentialequations
AT sorensenmichael statisticalmethodsforstochasticdifferentialequations

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