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The Resource Statistical inference for ergodic diffusion processes, Yury A. Kutoyants

Statistical inference for ergodic diffusion processes, Yury A. Kutoyants

Label
Statistical inference for ergodic diffusion processes
Title
Statistical inference for ergodic diffusion processes
Statement of responsibility
Yury A. Kutoyants
Creator
Subject
Language
eng
Summary
  • "Statistical Inference for Ergodic Diffusion Processes covers a large class of models that are important for real world applications. It provides a comprehensive overview of existing techniques, and introduces - for the first time in book form - many new techniques and approaches
  • An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear constantly throughout the book to illustrate the merits and demerits of the procedures as the investigation progresses. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures."--Jacket
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Kutoyants, Yu. A
Dewey number
519.2/33
Index
index present
LC call number
QA274.75
LC item number
.K92 2004
Literary form
non fiction
Nature of contents
bibliography
Series statement
Springer series in statistics
http://library.link/vocab/subjectName
  • Diffusion processes
  • Ergodic theory
  • Parameter estimation
Label
Statistical inference for ergodic diffusion processes, Yury A. Kutoyants
Instantiates
Publication
Bibliography note
Includes bibliographical references (pages 467-478) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 5.
  • Hypotheses Testing
  • 1.
  • Diffusion Processes and Statistical Problems
  • 2.
  • Parameter Estimation
  • 3.
  • Special Models
  • 4.
  • Nonparametric Estimation
Control code
52509571
Dimensions
25 cm
Extent
xiii, 481 pages
Isbn
9781852337599
Isbn Type
(alk. paper)
Lccn
2003054411
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Label
Statistical inference for ergodic diffusion processes, Yury A. Kutoyants
Publication
Bibliography note
Includes bibliographical references (pages 467-478) and index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
  • 5.
  • Hypotheses Testing
  • 1.
  • Diffusion Processes and Statistical Problems
  • 2.
  • Parameter Estimation
  • 3.
  • Special Models
  • 4.
  • Nonparametric Estimation
Control code
52509571
Dimensions
25 cm
Extent
xiii, 481 pages
Isbn
9781852337599
Isbn Type
(alk. paper)
Lccn
2003054411
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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