Statistical Inference for Ergodic Diffusion Processes /
Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introd...
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| Format: | eBook |
| Language: | English |
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London :
Springer London,
2004.
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| Series: | Springer series in statistics.
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| Online Access: | Connect to the full text of this electronic book |
Table of Contents:
- Preface
- Introduction
- 1. Diffusion Processes and Statistical Problems
- 2. Parameter Estimation
- 3. Special Models
- 4. Nonparametric Estimation
- 5. Hypothesis Testing
- Historical Remarks
- References
- Index.