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

• Autore: Barndorff-Nielsen, Ole E.
• Pubblicazione: Cham, : Springer, 2018
• Titolo uniforme: Ambit Stochastics
• Descrizione fisica: xxv, 402 p. : ill. ; 24 cm
• Soggetto topico: 60Fxx - Limit theorems in probability theory [MSC 2020]; 60G60 - Random fields [MSC 2020]; 60Hxx - Stochastic analysis [MSC 2020]; 60J74 - Jump processes on discrete state spaces [MSC 2020]; 60J76 - Jump processes on general state spaces [MSC 2020]; 62F12 - Asymptotic properties of parametric estimators [MSC 2020]; 62H11 - Directional data; spatial statistics [MSC 2020]; 62M10 - Time series, auto-correlation, regression, etc. in statistics (GARCH) [MSC 2020]; 62M30 - Inference from spatial processes [MSC 2020]; 62P20 - Applications of statistics to economics [MSC 2020]; 62P35 - Applications of statistics to physics [MSC 2020]; 65C30 - Numerical solutions to stochastic differential and integral equations [MSC 2020]; 76F55 - Statistical turbulence modeling [MSC 2020]; 76M35 - Stochastic analysis applied to problems in fluid mechanics [MSC 2020]; 91B70 - Stochastic models in economics [MSC 2020]; 91G30 - Interest rates, asset pricing, etc. (stochastic models) [MSC 2020]
• Soggetto non controllato: Ambit fields; Energy markets; Lévy basis; Lévy processes; Non-semimartingales; Power variation; Quantitative Finance; Random fields; Statistical turbulence; Stochastic Partial Differential Equations; Stochastic integration; Trawl processes; Volatility/intermittency; Volterra processes
• 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.: VAN00124560
• Lo trovi qui: Univ. Vanvitelli
• Localizzazioni e accesso elettronico: http://doi.org/10.1007/978-3-319-94129-5
• Serie: Probability theory and stochastic modelling Berlin [etc.] . -Springer , 1988- ; 88