Iacus Stefano M.:
Simulation And Inference For Stochastic Differential Equations
With R Examples
Springer-Verlag New York Inc. (United States), 2008
Hardback, 270 pages
Size: 235x155 mm
ISBN: 9780387758381
ISBN-10: 0387758380
List price: £50.00
You save: 10%
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.

