Statistical Inference for Ergodic Diffusion Processes
Author: Yury A. Kutoyants
Publisher: Springer Science & Business Media
Published: 2013-03-09
Total Pages: 493
ISBN-13: 144713866X
DOWNLOAD EBOOKThe first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.