Read Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8)

Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8)

B.L.S. Prakasa Rao

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Description:Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great importance from the theoretical as well as from applications point of view in model building. During the past twenty years, there has been a large amount of progress in the study of inferential aspects for continuous as well as discrete time stochastic processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to bring together several methods of estimation of parameters involved in such processes when the process is observed continuously over a period of time or when sampled data is available as generally feasible.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8). To get started finding Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8), you are right to find our website which has a comprehensive collection of manuals listed.
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ISBN: 034074149X

Description: Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great importance from the theoretical as well as from applications point of view in model building. During the past twenty years, there has been a large amount of progress in the study of inferential aspects for continuous as well as discrete time stochastic processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to bring together several methods of estimation of parameters involved in such processes when the process is observed continuously over a period of time or when sampled data is available as generally feasible.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8). To get started finding Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

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Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8)

Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8)

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