| Autore: |
Barndorff-Nielsen, Ole E.
|
| Titolo: |
Ambit Stochastics / Ole E. Barndorff-Nielsen, Fred Espen Benth, Almut E. D. Veraart
|
| Pubblicazione: |
xxv, 402 p., : ill. ; 24 cm |
| Edizione: |
Cham : Springer, 2018 |
| Descrizione fisica: |
Pubblicazione in formato elettronico |
| Soggetto topico: |
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] |
| Altri autori: |
Benth, Fred Espen
Veraart, Almut E. D.
|
| Titolo autorizzato: |
Ambit Stochastics |
|
| Formato: |
Materiale a stampa  |
| Livello bibliografico |
Monografia |
| Lingua di pubblicazione: |
Inglese |
| Record Nr.: | SUN0124560 |
|
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico |
http://doi.org/10.1007/978-3-319-94129-5 |
| Opac: |
Controlla la disponibilità qui |
