as soon as is submitted to ZB.
Inference for diffusion processes.
Heidelberg: Springer, 2013. 430 S.
© Springer-Verlag Berlin Heidelberg 2013. All rights are reserved. 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.
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Publication type
Book: Monograph
Language
english
Publication Year
2013
HGF-reported in Year
2013
ISBN
978-3-642-25968-5
Quellenangaben
Pages: 430 S.
Publisher
Springer
Publishing Place
Heidelberg
POF-Topic(s)
30505 - New Technologies for Biomedical Discoveries
Research field(s)
Enabling and Novel Technologies
PSP Element(s)
G-503700-004
Scopus ID
84949176195
Scopus ID
84929554064
Erfassungsdatum
2013-11-13