Parameter Estimation in Stochastic Differential Equations
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields l...
Enregistré dans:
| 主要作者: | |
|---|---|
| 格式: | Livre numérique |
| 語言: | Anglais |
| 出版: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| 版: | 1st ed. 2008. |
| 叢編: | Lecture Notes in Mathematics
1923 |
| 主題: | |
| 在線閱讀: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| 提示: |
L'impression du document génère 268 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Parameter estimation in stochastic differential equations, Jaya P. N. Bishwal, 2008, Berlin, Springer, 1 vol. (XI-264 p.), Lecture Notes in Mathematics, 978-3-540-74447-4 • Parameter Estimation in Stochastic Differential Equations, Texte imprimé, 9783540842767 • Parameter estimation in stochastic differential equations, Jaya P. N. Bishwal, 2008, Berlin, Springer, 1 vol. (XI-264 p.), Lecture Notes in Mathematics, 978-3-540-74447-4 |
書本目錄:
- Continuous Sampling Parametric Stochastic Differential Equations Rates of Weak Convergence of Estimators in Homogeneous Diffusions Large Deviations of Estimators in Homogeneous Diffusions Local Asymptotic Mixed Normality for Nonhomogeneous Diffusions Bayes and Sequential Estimation in Stochastic PDEs Maximum Likelihood Estimation in Fractional Diffusions Discrete Sampling Approximate Maximum Likelihood Estimation in Nonhomogeneous Diffusions Rates of Weak Convergence of Estimators in the Ornstein-Uhlenbeck Process Local Asymptotic Normality for Discretely Observed Homogeneous Diffusions Estimating Function for Discretely Observed Homogeneous Diffusions