(Free download) Inference for Diffusion Processes: With Applications in Life Sciences
▲ Christiane Fuchs ▲
| #4466348 in Books | Springer | 2013-01-16 | Original language:English | PDF # 1 | 9.10 x1.20 x6.40l,1.65 | File Name: 3642259685 | 430 pages |
||||From the reviews:“The book under review is aimed at introducing both modelling and inference for diffusions and applying the statistical estimation of complex diffusion models to real data sets. It addresses to theoreticians (e.g., mathematicians and s
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 pra...
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