Statistical Inference for Diffusion Type Processes: v. 8 (Kendall's Library of Statistics) - Hardcover

Rao, B. L. S. Prakasa

 
9780340741498: Statistical Inference for Diffusion Type Processes: v. 8 (Kendall's Library of Statistics)
Hardcover
ISBN 10: 034074149X ISBN 13: 9780340741498
Verlag: Hodder Arnold, 1999

Inhaltsangabe

Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great importance from the theoretical as well as from applications point of view in model building. During the past twenty years, there has been a large amount of progress in the study of inferential aspects for continuous as well as discrete time stochastic processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to bring together several methods of estimation of parameters involved in such processes when the process is observed continuously over a period of time or when sampled data is available as generally feasible.

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Über die Autorin bzw. den Autor

B.L.S. Prakasa Rao is a Professor at the Indian Statistics Institute, New Delhi, India

Von der hinteren Coverseite

Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great importance from the theoretical as well as from applications point of view in model building. During the past twenty years, there has been a large amount of progress in the study of inferential aspects for continuous as well as discrete time stochastic processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to bring together several methods of estimation of parameters involved in such processes when the process is observed continuously over a period of time or when sampled data is available as generally feasible.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Hodder Arnold
Erscheinungsdatum
1999
Sprache
Englisch
ISBN 10 
034074149X
ISBN 13 
9780340741498
Einband
Tapa dura
Anzahl der Seiten
362
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
Nicht verfügbar

Weitere beliebte Ausgaben desselben Titels

9780470711125: Statistical Inference for Diffusion: Kendall's Library of Statistics 8

Vorgestellte Ausgabe

ISBN 10:  0470711124 ISBN 13:  9780470711125
Verlag: John Wiley & Sons, 2010
Hardcover