Statistical Inference for Ergodic Diffusion Processes

By Yury A. Kutoyants

Book Overview

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.

• Format: Paperback
• Language: English
• ISBN: 184996906X
• ISBN13: 9781849969062
• Release Date: October 2010
• Publisher: Springer
• Length: 482 Pages
• Weight: 1.53 lbs.
• Dimensions: 1.0" x 6.1" x 9.2"