عنوان

Statistical methods for stochastic differential equations

شابک

9781439849408 (hardback)

کد کشور

IR

شماره

EN-52558

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

Statistical methods for stochastic differential equations

نام عام مواد

[Book]

نام نخستين پديدآور

/ edited by Mathieu Kessler, Alexander Lindner, Michael S p2 srensen

محل نشرو پخش و غیره

Boca Raton, FL

نام ناشر، پخش کننده و غيره

: CRC Press,

تاریخ نشرو بخش و غیره

, c2012.

نام خاص و کميت اثر

xxiv, 483 p. , ill. , 24 cm.

عنوان فروست

(Monographs on statistics and applied probability

مشخصه جلد

; 124)

متن يادداشت

Electronic

متن يادداشت

Includes bibliographical references and index.

متن يادداشت

"Preface The chapters of this volume represent the revised versions of the main papers given at the seventh Saeminaire Europaeen de Statistique on "Statistics for Stochastic Differential Equations Models", held at La Manga del Mar Menor, Cartagena, Spain, May 7th-12th, 2007. The aim of the Sلإeminaire Europلإeen de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of statistical science which are of major current interest. As a consequence, this volume is tutorial, following the tradition of the books based on the previous seminars in the series entitled: Networks and Chaos - Statistical and Probabilistic Aspects. Time Series Models in Econometrics, Finance and Other Fields. Stochastic Geometry: Likelihood and Computation. Complex Stochastic Systems. Extreme Values in Finance, Telecommunications and the Environment. Statistics of Spatio-temporal Systems. About 40 young scientists from 15 different nationalities mainly from European countries participated. More than half presented their recent work in short communications; an additional poster session was organized, all contributions being of high quality. The importance of stochastic differential equations as the modeling basis for phenomena ranging from finance to neurosciences has increased dramatically in recent years. Effective and well behaved statistical methods for these models are therefore of great interest. However the mathematical complexity of the involved objects raise theoretical but also computational challenges. The Saeminaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and,"--Provided by publisher.

موضوع مستند نشده

Stochastic differential equations, Statistical methods

موضوع مستند نشده

MATHEMATICS / Differential Equations., bisacsh

موضوع مستند نشده

MATHEMATICS / Probability & Statistics / General., bisacsh

شماره رده

مستند نام اشخاص تاييد نشده

Kessler, Mathieu,1970-

مستند نام اشخاص تاييد نشده

Lindner, Alexander,1973-

مستند نام اشخاص تاييد نشده

Sلأrensen, Michael

کشور

ایران

نام ميزبان

9781439849408.pdf

شماره دسترسي

عادی

اطلاعات مختصر

عادی

تاريخ و ساعت مذاکره و دسترسي

9781439849408.pdf

نوع فرمت الکترونيکي

متن

وضعیت فهرست نویسی

old catalog

فرمت انتشار

e

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y