Simulation and Inference for Stochastic Differential Equations With R Examples /

• Κύριος συγγραφέας: Iacus, Stefano M. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2008.
• Σειρά: Springer Series in Statistics, 1
• Θέματα: Statistics.; Computer simulation.; Mathematical analysis.; Analysis (Mathematics).; Economics, Mathematical.; Probabilities.; Econometrics.; Statistics and Computing/Statistics Programs.; Probability Theory and Stochastic Processes.; Analysis.; Quantitative Finance.; Simulation and Modeling.

This book is unique because of its focus on the practical implementation of the simulation and estimation methods presented. The book will be useful to practitioners and students with only a minimal mathematical background because of the many R programs, and to more mathematically-educated practitio...

Πίνακας περιεχομένων:

• Stochastic Processes and Stochastic Differential Equations
• Numerical Methods for SDE
• Parametric Estimation
• Miscellaneous Topics.