Inference for Diffusion Processes: With Applications in Life Sciences - Hardcover

Fuchs, Christiane

 
9783642259685: Inference for Diffusion Processes: With Applications in Life Sciences
Hardcover
ISBN 10: 3642259685 ISBN 13: 9783642259685
Verlag: Springer, 2013

Inhaltsangabe

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

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Über die Autorin bzw. den Autor

Christiane Fuchs received an MSc degree in Computational Mathematics from Brunel University West London in 2003 and a Diploma in Mathematics from the University of Hanover in 2005. In 2010 she completed her doctorate in Statistics at the Ludwig-Maximilians-Universität Munich.

After an interim research stay at the University of Warwick in 2010 she is currently a postdoctoral fellow at the Helmholtz Centre in Munich.

Von der hinteren Coverseite

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

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Verlag
Springer
Erscheinungsdatum
2013
Sprache
Englisch
ISBN 10 
3642259685
ISBN 13 
9783642259685
Einband
Gebundene Ausgabe
Anzahl der Seiten
449
Kontakt zum Hersteller
ProductSafety@springernature.com
ProductSafety@springernature.com

Poststr. 9
Darmstadt
64293
Deutschland

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Vorgestellte Ausgabe

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Softcover