Statistical Inference for Ergodic Diffusion Processes (Hardcover) (ISBN-13: 9781852337599)

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.

Author: Yury A. Kutoyants
ISBN-10: 1852337591
ISBN-13: 9781852337599
Publisher: Springer
Language: English
Published: 11/27/2003
Pages: 482
Format: Hardcover
Weight: 2.06lbs
Size: 9.46h x 6.46w x 1.34d