Simulation and inference for stochastic differential equations : with R examples
Stefano M. Iacus
| Year of publication: |
c 2008
|
|---|---|
| Authors: | Iacus, Stefano Maria |
| Other Persons: | Iacus, Stefano Maria (contributor) |
| Publisher: |
New York, NY : Springer |
| Subject: | Stochastischer Prozess | Stochastic process | Numerisches Verfahren | Numerical analysis | Induktive Statistik | Statistical inference | Simulation | Theorie | Theory | Stochastik | Interferenz | Stochastische Differentialgleichung |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [loc.gov] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] ; Description [deposit.dnb.de] |
| Extent: | XVIII, 284 S. graph. Darst. 235 mm x 155 mm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Bibliografie enthalten ; Bibliography included ; Lehrbuch ; Textbook |
| Language: | English |
| Notes: | Literaturverz. S. [267] - 277 |
| ISBN: | 0-387-75838-0 ; 978-0-387-75838-1 ; 978-0-387-75839-8 |
| Classification: | Wahrscheinlichkeitsrechnung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003566199