Simulation and Inference for Stochastic Differential Equations : With R Examples
This book is unique because of its focus on the practical implementation of the simulation and estimation methods presented. The book will be useful to practitioners and students with only a minimal mathematical background because of the many R programs, and to more mathematically-educated practitio...
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| Hlavní autor: | |
|---|---|
| Médium: | Livre numérique |
| Jazyk: | Anglais |
| Vydáno: |
New York, NY :
Springer New York
[20..].
Cham : Springer Nature |
| Vydání: | 1st ed. 2008. |
| Edice: | Springer Series in Statistics
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| Témata: | |
| On-line přístup: | Accès sur la plateforme de l'éditeur (Springer) Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Poznámka: |
L'impression du document génère 299 p. Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Simulation and Inference for Stochastic Differential Equations, Texte imprimé, 9780387567471 • Simulation and inference for stochastic differential equations, with R examples, Stefano M. Iacus, 2008, New York, Springer, 1 vol. (XVIII- 284 p.), Springer series in statistics, 0-387-75838-0 • Simulation and inference for stochastic differential equations, with R examples, Stefano M. Iacus, 2008, New York, Springer, 1 vol. (XVIII- 284 p.), Springer series in statistics, 0-387-75838-0 |
Obsah:
- Stochastic Processes and Stochastic Differential Equations Numerical Methods for SDE Parametric Estimation Miscellaneous Topics