03523nam0 2200697 i 450 VAN012456020231207100446.598N978331994129520191021d2018 |0itac50 baengCH|||| |||||Ambit StochasticsOle E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. VeraartChamSpringer2018xxv, 402 p.ill.24 cm001VAN01038262001 Probability theory and stochastic modelling210 Berlin [etc.]Springer1988-88VAN0236115Ambit Stochastics156464960HxxStochastic analysis [MSC 2020]VANC019765MF60J74Jump processes on discrete state spaces [MSC 2020]VANC019965MF65C30Numerical solutions to stochastic differential and integral equations [MSC 2020]VANC023284MF60G60Random fields [MSC 2020]VANC023477MF62H11Directional data; spatial statistics [MSC 2020]VANC024267MF60FxxLimit theorems in probability theory [MSC 2020]VANC024670MF62M10Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]VANC025079MF62P20Applications of statistics to economics [MSC 2020]VANC026444MF91B70Stochastic models in economics [MSC 2020]VANC028992MF62M30Inference from spatial processes [MSC 2020]VANC029001MF76M35Stochastic analysis applied to problems in fluid mechanics [MSC 2020]VANC029248MF62F12Asymptotic properties of parametric estimators [MSC 2020]VANC030772MF91G30Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]VANC031012MF62P35Applications of statistics to physics [MSC 2020]VANC033593MF76F55Statistical turbulence modeling [MSC 2020]VANC033976MF60J76Jump processes on general state spaces [MSC 2020]VANC035913MFAmbit fieldsKW:KEnergy marketsKW:KLévy basisKW:KLévy processesKW:KNon-semimartingalesKW:KPower variationKW:KQuantitative FinanceKW:KRandom fieldsKW:KStatistical turbulenceKW:KStochastic Partial Differential EquationsKW:KStochastic integrationKW:KTrawl processesKW:KVolatility/intermittencyKW:KVolterra processesKW:KCHChamVANL001889Barndorff-NielsenOle E.VANV044310249282BenthFred EspenVANV076523151492VeraartAlmut E. D.VANV095984768201Springer <editore>VANV108073650Veraart, A. E. D.Veraart, Almut E. D.VANV107672ITSOL20240614RICAhttp://doi.org/10.1007/978-3-319-94129-5E-book – Accesso al full-text attraverso riconoscimento IP di Ateneo, proxy e/o ShibbolethBIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICAIT-CE0120VAN08NVAN0124560BIBLIOTECA DEL DIPARTIMENTO DI MATEMATICA E FISICA08CONS e-book 1020 08eMF1020 20191021 Ambit Stochastics1564649UNICAMPANIA