Statistical Inference for Diffusion Type Processes

Statistical Inference for Diffusion Type Processes

by B. L. S. Prakasa Rao
5/5

Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics.

In model building, statistical inference for stochastic processes is of great importance from both a theoreti.

Format
366 pages
First published
2010
Publishers
Wiley & Sons· Incorporated· John

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