Inference for diffusion processes : with applications in life sciences
Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly...
Shranjeno v:
| Glavni avtor: | |
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| Format: | Livre numérique |
| Jezik: | Anglais |
| Izdano: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer
[20..].
Cham : Springer Nature |
| Izdaja: | 1st ed. 2013. |
| Online dostop: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Sporočilo: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Inference for diffusion processes, with applications in life sciences, Christiane Fuchs, Berlin [etc.], Springer, 2013, 1 vol. (XIX, 430 p.), 978-3-642-25968-5 |
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| 100 | 1 | |a Fuchs, Christiane. | |
| 245 | 1 | 0 | |a Inference for diffusion processes : |b with applications in life sciences |c by Christiane Fuchs. |
| 250 | |a 1st ed. 2013. | ||
| 260 | |a Berlin, Heidelberg : |b Springer Berlin Heidelberg : |b Imprint: Springer. | ||
| 260 | |a Cham : |b Springer Nature, |c [20..]. | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 500 | |a Archives Springer e-books (Licence nationale) | ||
| 505 | 1 | |a Introduction Stochastic Modelling in Life Sciences Stochastic Differential Equations and Diffusions in a Nutshell Approximation of Markov Jump Processes by Diffusions Diffusion Models in Life Sciences Parametric Inference for Discretely-observed Diffusions Bayesian Inference for Diffusions with Low-frequency Observations Application I: Spread of Influenza Application II: Analysis of Molecular Binding Conclusion and Outlook Benchmark Models Miscellaneous Supplementary Material for Application I Supplementary Material for Application II Notation References | |
| 506 | |a Accès en ligne pour les établissements français bénéficiaires des licences nationales | ||
| 506 | |a Accès soumis à abonnement pour tout autre établissement | ||
| 506 | |a Conditions particulières de réutilisation pour les bénéficiaires des licences nationales. https://www.licencesnationales.fr/springer-nature-ebooks-contrat-licence-ln-2017 | ||
| 520 | |a Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications | ||
| 776 | 0 | |0 168423731 |t Inference for diffusion processes |o with applications in life sciences |f Christiane Fuchs |c Berlin [etc.] |n Springer |d 2013 |p 1 vol. (XIX, 430 p.) |z 978-3-642-25968-5 | |
| 856 | 4 | |q PDF |u https://doi.org/10.1007/978-3-642-25969-2 |z Accès sur la plateforme de l'éditeur | |
| 856 | 4 | |u https://revue-sommaire.istex.fr/ark:/67375/8Q1-B19C724C-L |z Accès sur la plateforme Istex | |
| 856 | 4 | |5 452349901:748083812 |u https://ezproxy.univ-orleans.fr/login?url=https://dx.doi.org/10.1007/978-3-642-25969-2 |z Accès Université d'Orléans | |
| 856 | 4 | |5 180339901:75153627X |u https://ezproxy.insa-cvl.fr/login?qurl=https://dx.doi.org/10.1007/978-3-642-25969-2 |z Accès INSA CVL | |
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