Gå direkte til innholdet
Parameter Estimation in Stochastic Differential Equations
Spar

Parameter Estimation in Stochastic Differential Equations

Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Opplag
2008 ed.
ISBN
9783540744474
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
12.10.2007
Antall sider
268