Iacus Stefano M.:
Simulation And Inference For Stochastic Differential Equations

With R Examples

Springer-Verlag New York Inc. (United States), 2008
Hardback, 304 pages
Size: 235x155 mm
ISBN: 9780387758381
ISBN-10: 0387758380

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Simulation And Inference For Stochastic Differential Equations

Organized into four chapters, this book presents several classes of processes used in mathematics, computational biology, finance and the social sciences. Dealing with simulation schemes, it focuses on parametric estimation techniques. It also contains topics like nonparametric estimation, model identification and change point estimation.

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Stefano M. Iacus
Differential equations
Calculus & mathematical analysis
Mathematics
Mathematics and science
Springer-Verlag New York Inc.

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Stefano M. Iacus
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