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Statistical Inference for Ergodic Diffusion Processes

by Yury A. Kutoyants
Save 35% Save 35%
Current price ₹8,447.00
Original price ₹12,994.00
Original price ₹12,994.00
Original price ₹12,994.00
(-35%)
₹8,447.00
Current price ₹8,447.00

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Book cover type: Paperback
  • ISBN13: 9781849969062
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 482
  • Original Price: EUR 114.99
  • Language: English
  • Edition: N/A
  • Item Weight: 748 grams
  • BISAC Subject(s): Probability & Statistics / General and Physics / Mathematical & Computational

Statistical Inference for Ergodic Diffusion Processes concerns a branch of statistical inference that is often used in physics and mathematical finance. The author, a well-respected researcher in the area, has gathered a wealth of material and results from the past ten years, and combined it with some new and interesting results to produce a state-of-the-art monograph that will be extremely useful for postgraduate students and researchers in the area.

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