The Resource Statistical inference for diffusion type processes, B.L.S. Prakasa Rao

Statistical inference for diffusion type processes, B.L.S. Prakasa Rao

Label
Statistical inference for diffusion type processes
Title
Statistical inference for diffusion type processes
Statement of responsibility
B.L.S. Prakasa Rao
Creator
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Prakasa Rao, B. L. S
Index
index present
LC call number
QA274.75
LC item number
.P73 1999
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/subjectName
  • Diffusion processes
  • Probabilities
  • Mathematical statistics
  • inférence statistique
  • processus stochastique
  • processus diffusion
  • estimation paramètre
  • semimartingale
  • Diffusion processes
  • Statistische analyse
  • Diffusie (natuurwetenschappen)
  • Stochastische processen
  • Diffusion
  • Inferenzstatistik
  • Probabilités
  • Statistique mathématique
  • Diffusion
  • Inferenzstatistik
Label
Statistical inference for diffusion type processes, B.L.S. Prakasa Rao
Instantiates
Publication
Bibliography note
Includes bibliographical references (p. [327]-341) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Diffusion Type Processes -- 2. Parametric Inference for Diffusion Type Processes from Continuous Paths -- 3. Parametric Inference for Diffusion Type Processes from Sampled Data -- 4. Nonparametric Inference for Diffusion Type Processes from Continuous Sample Paths -- 5. Nonparametric Inference for Diffusion Type Processes from Sampled Data -- 6. Applications to Stochastic Modeling -- 7. Numerical Approximation Methods for Stochastic Differential Equations -- App. A. Uniform Ergodic Theorem -- App. B. Stochastic Integration and Limit Theorems for Stochastic Integrals -- App. C. Wavelets -- App. D. Gronwall-Bellman Type Lemma
Dimensions
25 cm.
Extent
xvi, 349 pages
Isbn
9780470711125
Lccn
00501498
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)40882724
  • (OCoLC)ocm40882724
Label
Statistical inference for diffusion type processes, B.L.S. Prakasa Rao
Publication
Bibliography note
Includes bibliographical references (p. [327]-341) and indexes
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
1. Diffusion Type Processes -- 2. Parametric Inference for Diffusion Type Processes from Continuous Paths -- 3. Parametric Inference for Diffusion Type Processes from Sampled Data -- 4. Nonparametric Inference for Diffusion Type Processes from Continuous Sample Paths -- 5. Nonparametric Inference for Diffusion Type Processes from Sampled Data -- 6. Applications to Stochastic Modeling -- 7. Numerical Approximation Methods for Stochastic Differential Equations -- App. A. Uniform Ergodic Theorem -- App. B. Stochastic Integration and Limit Theorems for Stochastic Integrals -- App. C. Wavelets -- App. D. Gronwall-Bellman Type Lemma
Dimensions
25 cm.
Extent
xvi, 349 pages
Isbn
9780470711125
Lccn
00501498
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
System control number
  • (OCoLC)40882724
  • (OCoLC)ocm40882724

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