01362nam--2200457---450-99000113737020331620060727094923.088-435-6324-6000113737USA01000113737(ALEPH)000113737USA0100011373720030326d1997----km-y0enga50------baitaITa|||||||001yyMuseo PalatinoMaria Antonietta TomeiMilanoElectacopyr. 1997159 p.ill.30 cmNell'occhietto : Soprintendenza Archeologica di Roma20012001RomaMuseo Palatino937.6007445632TOMEI,Maria Antonietta158239ITsalbcISBD990001137370203316XI.5.B. 285(X B 510)166873 L.M.X B00096643I MU ROM 64975 DBCI MUBKUMADBCMARIA1020030326USA011017PATRY9020040406USA011719SIAVER9020040514USA011346SIAVER9020040514USA011402COPAT69020060111USA011619COPAT69020060328USA011818DBC9020060727USA010949Museo Palatino479558UNISA04294nam 22008415 450 991048464280332120250331124906.09783540744481354074448710.1007/978-3-540-74448-1(CKB)1000000000437249(SSID)ssj0000319339(PQKBManifestationID)11256973(PQKBTitleCode)TC0000319339(PQKBWorkID)10338516(PQKB)11325031(DE-He213)978-3-540-74448-1(MiAaPQ)EBC3062956(MiAaPQ)EBC6857793(Au-PeEL)EBL6857793(PPN)123728495(EXLCZ)99100000000043724920100301d2008 u| 0engurnn|008mamaatxtccrParameter Estimation in Stochastic Differential Equations /by Jaya P. N. Bishwal1st ed. 2008.Berlin, Heidelberg :Springer Berlin Heidelberg :Imprint: Springer,2008.1 online resource (XIV, 268 p.) Lecture Notes in Mathematics,1617-9692 ;1923Bibliographic Level Mode of Issuance: Monograph9783540744474 3540744479 Includes bibliographical references and index.Continuous Sampling -- Parametric Stochastic Differential Equations -- Rates of Weak Convergence of Estimators in Homogeneous Diffusions -- Large Deviations of Estimators in Homogeneous Diffusions -- Local Asymptotic Mixed Normality for Nonhomogeneous Diffusions -- Bayes and Sequential Estimation in Stochastic PDEs -- Maximum Likelihood Estimation in Fractional Diffusions -- Discrete Sampling -- Approximate Maximum Likelihood Estimation in Nonhomogeneous Diffusions -- Rates of Weak Convergence of Estimators in the Ornstein-Uhlenbeck Process -- Local Asymptotic Normality for Discretely Observed Homogeneous Diffusions -- Estimating Function for Discretely Observed Homogeneous Diffusions.Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.Lecture Notes in Mathematics,1617-9692 ;1923Mathematical analysisProbabilitiesSocial sciencesMathematicsStatisticsNumerical analysisGame theoryAnalysisProbability TheoryMathematics in Business, Economics and FinanceStatistical Theory and MethodsNumerical AnalysisGame TheoryMathematical analysis.Probabilities.Social sciencesMathematics.Statistics.Numerical analysis.Game theory.Analysis.Probability Theory.Mathematics in Business, Economics and Finance.Statistical Theory and Methods.Numerical Analysis.Game Theory.519.544Bishwal Jaya P. N.472516MiAaPQMiAaPQMiAaPQBOOK9910484642803321Parameter estimation in stochastic differential equations230593UNINA