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Springer Statistical Inference for Ergodic Diffusion Processes

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Description

Statistical Inference for Ergodic Diffusion Processes by Springer provides a deep dive into mathematical literature spanning over ten years. This book offers a comprehensive overview of existing techniques while presenting many new approaches for the first time in book form. Designed for students and researchers, the text begins with an elementary introduction to the field. It utilizes a specific class of both classical and non-standard examples that reappear throughout the investigation. These examples help illustrate the specific merits and demerits of various procedures. Written in the spirit of classical mathematical statistics, this volume serves as a vital resource for anyone studying probability and statistics within the Springer Series in Statistics.

Key Features

This Springer publication brings together results from more than ten years of mathematical literature.

The text presents many new techniques and approaches for the first time in a book format.

An elementary introduction at the start of the book helps establish a foundation in the field.

Classical and non-standard examples are used throughout the text to illustrate different procedures.

The problem statements follow the traditional spirit of classical mathematical statistics.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
27 November 2003
Listed Since
22 December 2006

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