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Parameter Estimation in Stochastic Differential Equations / / by Jaya P. N. Bishwal
| Parameter Estimation in Stochastic Differential Equations / / by Jaya P. N. Bishwal |
| Autore | Bishwal Jaya P. N. |
| Edizione | [1st ed. 2008.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 |
| Descrizione fisica | 1 online resource (XIV, 268 p.) |
| Disciplina | 519.544 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Mathematical analysis
Probabilities Social sciences - Mathematics Statistics Numerical analysis Game theory Analysis Probability Theory Mathematics in Business, Economics and Finance Statistical Theory and Methods Numerical Analysis Game Theory |
| ISBN |
9783540744481
3540744487 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNINA-9910484642803321 |
Bishwal Jaya P. N.
|
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| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 2008 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Parameter estimation in stochastic differential equations / / Jaya P. N. Bishwal
| Parameter estimation in stochastic differential equations / / Jaya P. N. Bishwal |
| Autore | Bishwal Jaya P. N. |
| Edizione | [1st ed. 2008.] |
| Pubbl/distr/stampa | Berlin : , : Springer, , [2007] |
| Descrizione fisica | 1 online resource (XIV, 268 p.) |
| Disciplina | 519.544 |
| Collana | Lecture Notes in Mathematics |
| Soggetto topico |
Parameter estimation
Stochastic differential equations - Statistical methods |
| ISBN | 3-540-74448-7 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | 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. |
| Record Nr. | UNISA-996466513603316 |
|
Bishwal Jaya P. N.
|
||
| Berlin : , : Springer, , [2007] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal
| Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal |
| Autore | Bishwal Jaya P. N. |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (634 pages) |
| Disciplina | 519.544 |
| Soggetto topico |
Parameter estimation
Stochastic differential equations Estimació d'un paràmetre Equacions diferencials estocàstiques |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031038617
9783031038600 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNISA-996485660303316 |
|
Bishwal Jaya P. N.
|
||
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. di Salerno | ||
| ||
Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal
| Parameter estimation in stochastic volatility models / / Jaya P. N. Bishwal |
| Autore | Bishwal Jaya P. N. |
| Pubbl/distr/stampa | Cham, Switzerland : , : Springer, , [2022] |
| Descrizione fisica | 1 online resource (634 pages) |
| Disciplina | 519.544 |
| Soggetto topico |
Parameter estimation
Stochastic differential equations Estimació d'un paràmetre Equacions diferencials estocàstiques |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031038617
9783031038600 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Record Nr. | UNINA-9910586581103321 |
|
Bishwal Jaya P. N.
|
||
| Cham, Switzerland : , : Springer, , [2022] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
