The seventh volume in the SemStat series, this book presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible both to new students and seasoned researchers, each chapter starts with introductions to the topics and builds gradually toward discussing recent research. Chapters are self-contained and written by leading researchers from the field. The book includes applications to finance and econometrics.
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Matthieu Kessler, Department of Applied Mathematics and Statistics, University of Cartagena, Spain
Alexander Lindner, Institute of Mathematics and Statistics, TU Braunschweig, Germany
Michael Sorensen, Department of Mathematical Sciences, University of Copenhagen, Denmark
Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.
Vendeur : Aideo Books, San Marino, CA, Etats-Unis
Trade paperback. Etat : New in new dust jacket. First edition. INTERNATIONAL EDITION. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service. Sewn binding. Paper over boards. Contains: Illustrations, black & white, Diagrams, Figures. Monographs on Statistics and Applied Probability, 124. Audience: General/trade. N° de réf. du vendeur K2270001186
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Vendeur : Sizzler Texts, SAN GABRIEL, CA, Etats-Unis
Soft cover. Etat : New. Etat de la jaquette : New. International Edition. **INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. N° de réf. du vendeur ABE-1500626284645
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Vendeur : Majestic Books, Hounslow, Royaume-Uni
Etat : New. pp. 507 Approx. 758 equations This item is printed on demand. N° de réf. du vendeur 3189006
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Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a spectrum of estimation methods, including nonparametric estimation as well as parametric estimation based on likelihood methods, estimating functions, and simulation techniques. Two chapters are devoted to high-frequency data. Multivariate models are also considered, including partially observed systems, asynchronous sampling, tests for simultaneous jumps, and multiscale diffusions.Statistical Methods for Stochastic Differential Equations is useful to the theoretical statistician and the probabilist who works in or intends to work in the field, as well as to the applied statistician or financial econometrician who needs the methods to analyze biological or financial time series. 508 pp. Englisch. N° de réf. du vendeur 9781439849408
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Vendeur : moluna, Greven, Allemagne
Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Matthieu Kessler, Department of Applied Mathematics and Statistics, University of Cartagena, SpainAlexander Lindner, Institute of Mathematics and Statistics, TU Braunschweig, GermanyMichael Sorensen, Department of Mathematical Sciences, Uni. N° de réf. du vendeur 595835120
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Vendeur : THE SAINT BOOKSTORE, Southport, Royaume-Uni
Hardback. Etat : New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days. N° de réf. du vendeur C9781439849408
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Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
HRD. Etat : New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000. N° de réf. du vendeur L1-9781439849408
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Vendeur : Books Puddle, New York, NY, Etats-Unis
Etat : New. pp. 507. N° de réf. du vendeur 264658897
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Vendeur : Ria Christie Collections, Uxbridge, Royaume-Uni
Etat : New. In. N° de réf. du vendeur ria9781439849408_new
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Vendeur : Biblios, Frankfurt am main, HESSE, Allemagne
Etat : New. pp. 507. N° de réf. du vendeur 184658907
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