عنوان

Statistical methods for stochastic differential equations /

شابک

1439849404

شابک

9781439849408

شماره

b518904

عنوان اصلي

Statistical methods for stochastic differential equations /

نام عام مواد

[Book]

نام نخستين پديدآور

edited by Mathieu Kessler, Alexander Lindner, Michael Sørensen

محل نشرو پخش و غیره

Boca Raton, FL :

نام ناشر، پخش کننده و غيره

CRC Press,

تاریخ نشرو بخش و غیره

[2012]

تاریخ نشرو بخش و غیره

©2012

نام خاص و کميت اثر

xxiv, 483 pages :

ساير جزييات

illustrations ;

ابعاد

24 cm

عنوان فروست

Monographs on statistics and applied probability ;

مشخصه جلد

124

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 Séminaire Européen 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 Sþeminaire Europþeen 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 Séminaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and,"--

موضوع مستند نشده

Stochastic differential equations-- Statistical methods

شماره

ويراست

شماره رده

نشانه اثر

مستند نام اشخاص تاييد نشده

Kessler, Mathieu

مستند نام اشخاص تاييد نشده

Lindner, Alexander,1973-

مستند نام اشخاص تاييد نشده

Sørensen, Michael

تاريخ عمليات

20120626113808.0

قواعد فهرست نويسي ( بخش توصيفي )

rda

نام الکترونيکي

نوع ماده

[Book]

تكميل شده

Y