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Optimal statistical inference in financial engineering /

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Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering...

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Bibliographic Details
Main Author: Taniguchi, Masanobu
Corporate Author: Taylor & Francis
Other Authors: Hirukawa, Junichi, Tamaki, Kenichiro
Format: eBook
Language:English
Published: Boca Raton : Chapman & Hall/CRC, ©2008.
Subjects:
Mathematical statistics.
Financial engineering.
Finance > Statistical methods.
Ingénierie financière.
Finances > Méthodes statistiques.
BUSINESS & ECONOMICS > Finance.
Finance > Statistical methods
Financial engineering
Mathematical statistics
Statistische modellen.
Stochastische processen.
Financieel management.
Reorganisatie.
Electronic books.
Online Access:Connect to the full text of this electronic book
Description
Summary:Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively describe actual financial data and illustrates how to properly estimate the proposed models. After explaining the elements of probability and statistical inference for independent observations, the book discusses the testing hypothesis and discriminant.
Physical Description:1 online resource (xii, 366 pages) : illustrations
Bibliography:Includes bibliographical references (pages 355-362) and index.
ISBN:9781584885917
1584885912
9781420011036
1420011030