Statistical Inference for Ergodic Diffusion Processes
Yury A. Kutoyants
ISBN 10: 184996906X ISBN 13: 9781849969062
Published by Springer, 2010
New
Soft cover
From
Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
AbeBooks Seller since 22 November 2018
This specific item is no longer available.
About this Item
Description:
pp. 500. Seller Inventory # 262142850
Synopsis:
Statistical Inference for Ergodic Diffusion Processes concerns a branch of statistical inference that is often used in physics and mathematical finance. The author, a well-respected researcher in the area, has gathered a wealth of material and results from the past ten years, and combined it with some new and interesting results to produce a state-of-the-art monograph that will be extremely useful for postgraduate students and researchers in the area.
Review:
From the reviews:
"This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature...It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints...I have no doubt that it will come to be regarded as a classic text." Journal of the Royal Statistical Society, Series A, v. 167
"This book is an amazing collection of results and examples of inference problems in the setup considered. Each chapter also considers historical remarks and starts with a very focused introduction explaining in a few lines the content of the chapter. ... The book is well written ... . This book will be useful to both Ph.D. students in mathematical statistics and young researchers. Experts in the field will also find this collection of results valuable. A must have!" (Stefano Maria Iacus, Mathematical Reviews, 2006 b)
"The author has done a thorough job of presenting all that is known in the area of large sample theory of estimation in diffusions processes. Many deep and technically difficult results of the authors and his collaborators appear in the book. A must have for anyone interested in inference in diffusions." (Arup Bose, Sankhya: The Indian Journal of Statistics, Vol. 67 (1), 2005)
"This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature. ... It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints. The book will be of greatest use to mathematical statisticians, and as a reference work for those highly mathematical financial analysts who are involved in pricing, monitoring and trading derivatives. ... I have no doubt that it will come to be regarded as a classic text." (Mohamed Afzal Norat, Journal of the Royal Statistical Society, Vol. 167 (4), 2004)
"This work is a continuation of the study of large sample theory of continuous time stochastic processes investigated by the author ... . The book is written in a very clear style and is of use for research workers in the area of stochastic processes." (B. L. S. Prakasa Rao, Zentralblatt MATH, Vol. 1038 (13), 2004)
"About this title" may belong to another edition of this title.
Bibliographic Details
Title: Statistical Inference for Ergodic Diffusion ...
Publisher: Springer
Publication Date: 2010
Binding: Soft cover
Condition: New
Top Search Results from the AbeBooks Marketplace
Seller Image
Statistical Inference for Ergodic Diffusion Processes
Print on DemandSeller: moluna, Greven, Germany
Seller rating 4 out of 5 stars
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspectiveProvides a systematic exposition of theoretical results from over ten years of mathematical literaturePresents, for the first t. Seller Inventory # 4288967
Buy New
£ 94.10
£ 42.45 shipping
Ships from Germany to U.S.A.
Ships from Germany to U.S.A.
Quantity: Over 20 available
Statistical Inference for Ergodic Diffusion Processes
Print on DemandSeller: preigu, Osnabrück, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Statistical Inference for Ergodic Diffusion Processes | Yury A. Kutoyants | Taschenbuch | xiv | Englisch | 2010 | Springer | EAN 9781849969062 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu Print on Demand. Seller Inventory # 107247736
Stock Image
Statistical Inference for Ergodic Diffusion Processes (Springer Series in Statistics)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9781849969062_new
Buy New
£ 104.62
£ 11.98 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Stock Image
Statistical Inference for Ergodic Diffusion Processes (Springer Series in Statistics)
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar2912160255173
Seller Image
Statistical Inference for Ergodic Diffusion Processes
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 11871735-n
Seller Image
Statistical Inference for Ergodic Diffusion Processes
Seller: GreatBookPricesUK, Woodford Green, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 11871735-n
Buy New
£ 106.59
£ 15 shipping
Ships from United Kingdom to U.S.A.
Ships from United Kingdom to U.S.A.
Quantity: Over 20 available
Seller Image
Statistical Inference for Ergodic Diffusion Processes
Published by
Springer London, Springer London Okt 2010, 2010
ISBN 10: 184996906X
ISBN 13: 9781849969062
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences.From the reviews:'This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature.It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints.I have no doubt that it will come to be regarded as a classic text.' Journal of the Royal Statistical Society, Series A, v. 167 500 pp. Englisch. Seller Inventory # 9781849969062
Seller Image
Statistical Inference for Ergodic Diffusion Processes
Published by
Springer London, Springer London Okt 2010, 2010
ISBN 10: 184996906X
ISBN 13: 9781849969062
New
Taschenbuch
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - Print on Demand Titel. Neuware -Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences.From the reviews:'This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature.It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints.I have no doubt that it will come to be regarded as a classic text.' Journal of the Royal Statistical Society, Series A, v. 167Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 500 pp. Englisch. Seller Inventory # 9781849969062
Seller Image
Statistical Inference for Ergodic Diffusion Processes
Published by
Springer London, Springer London, 2010
ISBN 10: 184996906X
ISBN 13: 9781849969062
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences.From the reviews:'This book is very much in the Springer mould of graduate mathematical statistics books, giving rapid access to the latest literature.It presents a strong discussion of nonparametric and semiparametric results, from both classical and Bayesian standpoints.I have no doubt that it will come to be regarded as a classic text.' Journal of the Royal Statistical Society, Series A, v. 167. Seller Inventory # 9781849969062
Stock Image
Statistical Inference for Ergodic Diffusion Processes (Springer Series in Statistics)
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9781849969062