Discretization of Processes: 67 (Stochastic Modelling and Applied Probability)

Discretization of Processes: 67 (Stochastic Modelling and Applied Probability)

by Jean Jacod (Author), Philip Protter (Contributor)

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.

$138.68

Quantity

10 in stock

More Information

Format: Paperback
Pages: 612
Edition: 2012
Publisher: Springer
Published: 31 Dec 2013

ISBN 10: 3642269508
ISBN 13: 9783642269509