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Inference for diffusion processes.

Heidelberg: Springer, 2013. 430 S.
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© 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 Volume: , Issue: , Pages: 430 S. Article Number: , Supplement: ,
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