1.

Record Nr.

UNICAMPANIASUN0124560

Autore

Barndorff-Nielsen, Ole E.

Titolo

Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart

Pubbl/distr/stampa

xxv, 402 p., : ill. ; 24 cm

Edizione

[Cham : Springer, 2018]

Descrizione fisica

Pubblicazione in formato elettronico

Altri autori (Persone)

Benth, Fred Espen

Veraart, Almut E. D.

Soggetti

60Hxx - Stochastic analysis [MSC 2020]

60J74 - Jump processes on discrete state spaces [MSC 2020]

65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]

60G60 - Random fields [MSC 2020]

62H11 - Directional data; spatial statistics [MSC 2020]

60Fxx - Limit theorems in probability theory [MSC 2020]

62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]

62P20 - Applications of statistics to economics [MSC 2020]

91B70 - Stochastic models in economics [MSC 2020]

62M30 - Inference from spatial processes [MSC 2020]

76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020]

62F12 - Asymptotic properties of parametric estimators [MSC 2020]

91G30 - Interest rates, asset pricing, etc. (stochastic models)  [MSC 2020]

62P35 - Applications of statistics to physics [MSC 2020]

76F55 - Statistical turbulence modeling [MSC 2020]

60J76 - Jump processes on general state spaces [MSC 2020]

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia