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Parameter Estimation in Stochastic Differential Equations
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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.
Upplaga
2008 ed.
ISBN
9783540744474
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
12.10.2007
Sidor
268