The Resource Discretization of processes, Jean Jacod, Philip Protter
Discretization of processes, Jean Jacod, Philip Protter
Resource Information
The item Discretization of processes, Jean Jacod, Philip Protter represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.This item is available to borrow from 1 library branch.
Resource Information
The item Discretization of processes, Jean Jacod, Philip Protter represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in University of Missouri Libraries.
This item is available to borrow from 1 library branch.
- Summary
- In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data." This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics
- Language
- eng
- Extent
- 1 online resource (xiv, 596 pages).
- Contents
-
- pt. 1. Introduction and preliminary material
- pt. 2. The basic results
- pt. 3. More laws of large numbers
- pt. 4. Extensions of the central limit theorems
- pt. 5. Various extensions
- Isbn
- 9783642241277
- Label
- Discretization of processes
- Title
- Discretization of processes
- Statement of responsibility
- Jean Jacod, Philip Protter
- Subject
-
- Econometrics
- Economics -- Statistics
- MATHEMATICS -- Applied
- MATHEMATICS -- Probability & Statistics | General
- Mathematics
- Probability Theory and Stochastic Processes
- Statistics
- Statistics
- Statistics for Business/Economics/Mathematical Finance/Insurance
- Stochastic analysis
- Stochastic analysis
- Stochastic analysis
- Distribution (Probability theory)
- Language
- eng
- Summary
- In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data." This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics
- Cataloging source
- GW5XE
- http://library.link/vocab/creatorName
- Jacod, Jean
- Dewey number
- 519.2/2
- Index
- index present
- LC call number
- QA274.2
- LC item number
- .J33 2012
- Literary form
- non fiction
- Nature of contents
-
- dictionaries
- bibliography
- http://library.link/vocab/relatedWorkOrContributorName
- Protter, Philip E
- Series statement
- Stochastic modelling and applied probability,
- Series volume
- 67
- http://library.link/vocab/subjectName
-
- Stochastic analysis
- MATHEMATICS
- MATHEMATICS
- Stochastic analysis
- Label
- Discretization of processes, Jean Jacod, Philip Protter
- Antecedent source
- unknown
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- pt. 1. Introduction and preliminary material -- pt. 2. The basic results -- pt. 3. More laws of large numbers -- pt. 4. Extensions of the central limit theorems -- pt. 5. Various extensions
- Control code
- 759858091
- Dimensions
- unknown
- Extent
- 1 online resource (xiv, 596 pages).
- File format
- unknown
- Form of item
- online
- Isbn
- 9783642241277
- Level of compression
- unknown
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 9786613451521
- http://library.link/vocab/ext/overdrive/overdriveId
- 345152
- Quality assurance targets
- not applicable
- Reformatting quality
- unknown
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
- (OCoLC)759858091
- Label
- Discretization of processes, Jean Jacod, Philip Protter
- Antecedent source
- unknown
- Bibliography note
- Includes bibliographical references and index
- Carrier category
- online resource
- Carrier category code
-
- cr
- Carrier MARC source
- rdacarrier
- Color
- multicolored
- Content category
- text
- Content type code
-
- txt
- Content type MARC source
- rdacontent
- Contents
- pt. 1. Introduction and preliminary material -- pt. 2. The basic results -- pt. 3. More laws of large numbers -- pt. 4. Extensions of the central limit theorems -- pt. 5. Various extensions
- Control code
- 759858091
- Dimensions
- unknown
- Extent
- 1 online resource (xiv, 596 pages).
- File format
- unknown
- Form of item
- online
- Isbn
- 9783642241277
- Level of compression
- unknown
- Media category
- computer
- Media MARC source
- rdamedia
- Media type code
-
- c
- Other control number
- 9786613451521
- http://library.link/vocab/ext/overdrive/overdriveId
- 345152
- Quality assurance targets
- not applicable
- Reformatting quality
- unknown
- Sound
- unknown sound
- Specific material designation
- remote
- System control number
- (OCoLC)759858091
Subject
- Econometrics
- Economics -- Statistics
- MATHEMATICS -- Applied
- MATHEMATICS -- Probability & Statistics | General
- Mathematics
- Probability Theory and Stochastic Processes
- Statistics
- Statistics
- Statistics for Business/Economics/Mathematical Finance/Insurance
- Stochastic analysis
- Stochastic analysis
- Stochastic analysis
- Distribution (Probability theory)
Genre
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.library.missouri.edu/portal/Discretization-of-processes-Jean-Jacod-Philip/GuL4cCe9FzY/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.library.missouri.edu/portal/Discretization-of-processes-Jean-Jacod-Philip/GuL4cCe9FzY/">Discretization of processes, Jean Jacod, Philip Protter</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.library.missouri.edu/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.library.missouri.edu/">University of Missouri Libraries</a></span></span></span></span></div>
