Contributions To Inference For Diffusion Processes And Robust Statistics
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Statistical Inference for Ergodic Diffusion Processes
Author: Yury A. Kutoyants
language: en
Publisher: Springer Science & Business Media
Release Date: 2013-03-09
The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.