Inference for diffusion processes : with applications in life sciences

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Inference for diffusion processes : with applications in life sciences

Fuchs, Christiane - Nama Orang;

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.

Ketersediaan

Perpustakaan Pusat E740

E740

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Informasi Detail

Judul Seri: -
No. Panggil: E740
Penerbit: Jerman : Springer Berlin., 2013
Deskripsi Fisik: xix, 430 hlm.
Bahasa: English
ISBN/ISSN: 9783642259692
Klasifikasi: NONE
Tipe Isi: text
Tipe Media: computer
Tipe Pembawa: online resource
Edisi: Ed.1
Subjek: Statistik
Info Detail Spesifik: -
Pernyataan Tanggungjawab: Christiane Fuchs

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Inference for diffusion processes : with applications in life sciences
https://doi.org/10.1007/978-3-642-25969-2

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