[PDF] Statistical Methods for Stochastic Differential Equations Free Download

[message] Brief Description [PDF] Statistical Methods for Stochastic Differential Equations Free Download by Alexander Lindner , Mathieu Kes...

  • [message]
    • Brief Description
      • [PDF] Statistical Methods for Stochastic Differential Equations Free Download by Alexander Lindner , Mathieu Kessler , Michael Sorensen | Publisher : Chapman and Hall/CRC | Category : Science | Tags : Statistics, Functions, Models, Systems, Financial | ISBN-10 : 1439849404 | ISBN-13 : 9781439849408
  • [message]
    • Book Image
      • Statistical Methods for Stochastic Differential Equations by Alexander Lindner , Mathieu Kessler , Michael Sorensen, Publisher : Chapman and Hall/CRC
  • [message]
    • Complete Book Description
      • Statistical Methods for Stochastic Differential Equations (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

        The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research.

        The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a spectrum of estimation methods, including nonparametric estimation as well as parametric estimation based on likelihood methods, estimating functions, and simulation techniques. Two chapters are devoted to high-frequency data. Multivariate models are also considered, including partially observed systems, asynchronous sampling, tests for simultaneous jumps, and multiscale diffusions.

        Statistical Methods for Stochastic Differential Equations is useful to the theoretical statistician and the probabilist who works in or intends to work in the field, as well as to the applied statistician or financial econometrician who needs the methods to analyze biological or financial time series.

        Table of Contents

        Chapter 1. Estimating functions for diffusion-type processes
        Chapter 2. The econometrics of high-frequency data
        Chapter 3. Statistics and high-frequency data
        Chapter 4. Importance sampling techniques for estimation of diffusion models
        Chapter 5. Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data
        Chapter 6. Ornstein-Uhlenbeck related models driven by Lévy processes
        Chapter 7. Parameter estimation for multiscale diffusions: An overview

  • [message]
    • Book Details
      • Book Name : Statistical Methods for Stochastic Differential Equations

        Edition : 1

        Author : Alexander Lindner , Mathieu Kessler , Michael Sorensen

        Publisher : Chapman and Hall/CRC

        Category : Science

        ISBN-10 : 1439849404

        ISBN-13 : 9781439849408

        ASIN : 1439849404

        Pages : 507

        Language : English

        Publish Date : May 17, 2012
  • [message]
    • Purchase on Amazon

These study materials are for information purposes and completely free. If you find these study material useful please write to us in a comment box.

Disclaimer : We are not the original publisher of this Book/Material on net. This eBook/Material had been collected from other sources of net.

Thank You
The Free Study Team

COMMENTS