Statistical Inference for Ergodic Diffusion Processes
Edition: 1 edition
Publisher: Springer
Published: October 31, 2003
Language: eng
Format: Hardcover
Number of pages: 481
ISBN-13: 9781852337599
Subjects: Probability & statistics; Parameter estimation; Mathematics; Science/Mathematics; Probability & Statistics - General; Mathematics / Statistics; Statistical inference; Statistical processes; Diffusion processes; Ergodic theory
First sentence: This section cannot be considered as an introduction to stochastic calculus.
Notes: Springer Series in Statistics