Overview
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.
- | Author: Yury A. Kutoyants
- | Publisher: Springer
- | Publication Date: Nov 27, 2003
- | Number of Pages: 482 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 1852337591
- | ISBN-13: 9781852337599
