Inference for Diffusion Processes (PDF)

Name: Inference for Diffusion Processes
Brand: Springer-Verlag GmbH
SKU: 47606983
Price: 98.99 EUR
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With Applications in Life Sciences (Sprache: Englisch)

Autor: Christiane Fuchs

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Inference for Diffusion Processes, Christiane Fuchs

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Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

Autoren-Porträt von Christiane Fuchs

Christiane Fuchs received an MSc degree in Computational Mathematics from Brunel University West London in 2003 and a Diploma in Mathematics from the University of Hanover in 2005. In 2010 she completed her doctorate in Statistics at the Ludwig-Maximilians-Universität Munich.

After an interim research stay at the University of Warwick in 2010 she is currently a postdoctoral fellow at the Helmholtz Centre in Munich.

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Autor: Christiane Fuchs
2013, 2012, 430 Seiten, Englisch
Verlag: Springer-Verlag GmbH
ISBN-10: 3642259693
ISBN-13: 9783642259692
Erscheinungsdatum: 18.01.2013

Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.

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Größe: 12 MB
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Englisch

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From the reviews:“The book under review is aimed at introducing both modelling and inference for diffusions and applying the statistical estimation of complex diffusion models to real data sets. It addresses to theoreticians (e.g., mathematicians and statisticians) as well as practitioners (e.g., bioinformaticians and biologists) with basic knowledge about deterministic differential equations, probability theory and statistics. … the book under review is recommended to researchers with strong background through deterministic differential equations, probability theory and statistics.” (Iris Burkholder, zbMATH, Vol. 1276, 2014)

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