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Könyv Statistical Inference for Diffusion Type Process B. L. S. Prakasa Rao

Statistical Inference for Diffusion Type Process

Szerző: B. L. S. Prakasa Rao
Nyelv: Angol
Kötés: Kemény kötésű
Kiadó: John Wiley & Sons Inc
Elérhetőség: Beszállítói készleten
Küldés 10-18 napon belül
46 165 Ft
Decision making in all spheres of activity involves uncertainty. If rational decisions have to be ma...

Információk a könyvről

Szerző
B. L. S. Prakasa Rao
Nyelv
Angol
Kötés
Könyv - Kemény kötésű
Kiadva
1999
oldal
366
EAN
9780470711125
ISBN
0470711124
Enbook ID
04885476
Kiadó
John Wiley & Sons Inc
Súly
700
Méretek
165 x 244 x 26

Teljes leírás

Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great importance from the theoretical as well as from applications point of view in model building. During the past twenty years, there has been a large amount of progress in the study of inferential aspects for continuous as well as discrete time stochastic processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to bring together several methods of estimation of parameters involved in such processes when the process is observed continuously over a period of time or when sampled data is available as generally feasible.

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