Discretization of Processes (Stochastic Modelling and Applied Probability)

Discretization of Processes (Stochastic Modelling and Applied Probability)

by JeanJacod (Author), PhilipProtter (Author)

Synopsis

Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself.

$177.61

Quantity

20+ in stock

More Information

Format: Hardcover
Pages: 596
Edition: 2012
Publisher: Springer
Published: 23 Oct 2011

ISBN 10: 3642241263
ISBN 13: 9783642241260