Statistical inference for ergodic diffusion processes
著者
書誌事項
Statistical inference for ergodic diffusion processes
（Springer series in statistics）
Springer, c2004
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注記
Includes bibliographical references and index
内容説明・目次
内容説明
The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.
目次
1 Diffusion Processes and Statistical Problems.- 2 Parameter Estimation.- 3 Special Models.- 4 Nonparametric Estimation.- 5 Hypotheses Testing.- Historical Remarks.- References.
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