Simulation and Inference for Stochastic Differential Equations With R Examples /

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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Iacus, Stefano M. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2008.
Edición:1st ed. 2008.
Colección:Springer Series in Statistics,
Temas:
Mathematical statistics > Data processing.
Probabilities.
Mathematical analysis.
Social sciences > Mathematics.
Econometrics.
Computer simulation.
Statistics and Computing.
Probability Theory.
Analysis.
Mathematics in Business, Economics and Finance.
Computer Modelling.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Stochastic Processes and Stochastic Differential Equations
  • Numerical Methods for SDE
  • Parametric Estimation
  • Miscellaneous Topics.

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