Springer Statistical Inference for Ergodic Diffusion Processes

Statistical Inference for Ergodic Diffusion Processes offers an extensive look at mathematical literature spanning over ten years. Part of the Springer Series in Statistics, this book provides a thorough overview of existing techniques while introducing many new approaches for the first time in book format. Readers can benefit from an elementary introduction at the start of the text. This section presents a class of examples, ranging from classical to non-standard, which are revisited throughout the book. These examples help demonstrate the specific merits and demerits of different procedures as the investigation moves forward. Written with the spirit of classical mathematical statistics, the problem statements are designed to provide a clear framework for study. This text serves as a comprehensive resource for those studying probability and statistics, bridging the gap between established methods and new mathematical developments in the field.