找回密碼
 To register

QQ登錄

只需一步,快速開始

掃一掃,訪問微社區(qū)

打印 上一主題 下一主題

Titlebook: Parameter Estimation in Stochastic Differential Equations; Jaya P. N. Bishwal Book 2008 Springer-Verlag Berlin Heidelberg 2008 Asymtotic T

[復(fù)制鏈接]
查看: 35828|回復(fù): 35
樓主
發(fā)表于 2025-3-21 19:21:00 | 只看該作者 |倒序?yàn)g覽 |閱讀模式
書目名稱Parameter Estimation in Stochastic Differential Equations
編輯Jaya P. N. Bishwal
視頻videohttp://file.papertrans.cn/742/741136/741136.mp4
概述Includes supplementary material:
叢書名稱Lecture Notes in Mathematics
圖書封面Titlebook: Parameter Estimation in Stochastic Differential Equations;  Jaya P. N. Bishwal Book 2008 Springer-Verlag Berlin Heidelberg 2008 Asymtotic T
描述.Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume..
出版日期Book 2008
關(guān)鍵詞Asymtotic Theory; Diffusion Processes; Discrete Observations; Estimator; Martingale; Ornstein-Uhlenbeck p
版次1
doihttps://doi.org/10.1007/978-3-540-74448-1
isbn_softcover978-3-540-74447-4
isbn_ebook978-3-540-74448-1Series ISSN 0075-8434 Series E-ISSN 1617-9692
issn_series 0075-8434
copyrightSpringer-Verlag Berlin Heidelberg 2008
The information of publication is updating

書目名稱Parameter Estimation in Stochastic Differential Equations影響因子(影響力)




書目名稱Parameter Estimation in Stochastic Differential Equations影響因子(影響力)學(xué)科排名




書目名稱Parameter Estimation in Stochastic Differential Equations網(wǎng)絡(luò)公開度




書目名稱Parameter Estimation in Stochastic Differential Equations網(wǎng)絡(luò)公開度學(xué)科排名




書目名稱Parameter Estimation in Stochastic Differential Equations被引頻次




書目名稱Parameter Estimation in Stochastic Differential Equations被引頻次學(xué)科排名




書目名稱Parameter Estimation in Stochastic Differential Equations年度引用




書目名稱Parameter Estimation in Stochastic Differential Equations年度引用學(xué)科排名




書目名稱Parameter Estimation in Stochastic Differential Equations讀者反饋




書目名稱Parameter Estimation in Stochastic Differential Equations讀者反饋學(xué)科排名




單選投票, 共有 0 人參與投票
 

0票 0%

Perfect with Aesthetics

 

0票 0%

Better Implies Difficulty

 

0票 0%

Good and Satisfactory

 

0票 0%

Adverse Performance

 

0票 0%

Disdainful Garbage

您所在的用戶組沒有投票權(quán)限
沙發(fā)
發(fā)表于 2025-3-21 20:33:36 | 只看該作者
Maximum Likelihood Estimation in Fractional Diffusionse solution of which is called fractional diffusion. The fBm being not a Markov process and not a semimartingale (except for the case where Hurst index is 1.2), the classical It? calculus is not applicable to develop its theory.
板凳
發(fā)表于 2025-3-22 01:07:57 | 只看該作者
地板
發(fā)表于 2025-3-22 06:04:43 | 只看該作者
Parametric Stochastic Differential Equations as errors of measurement (cf. Gelb (1974)). Other applications are in biology (cf. Jennrich and Bright (1976)), medicine (cf. Jones (1984)), econometrics (cf. Bergstrom (1976, 1988)), finance (cf. Black and Scholes (1973)), geophysics (cf. Arato (1982)) and oceanography (cf. Adler . (1996)).
5#
發(fā)表于 2025-3-22 11:57:22 | 只看該作者
6#
發(fā)表于 2025-3-22 14:15:16 | 只看該作者
7#
發(fā)表于 2025-3-22 20:39:33 | 只看該作者
8#
發(fā)表于 2025-3-22 22:34:36 | 只看該作者
9#
發(fā)表于 2025-3-23 04:17:53 | 只看該作者
10#
發(fā)表于 2025-3-23 05:50:26 | 只看該作者
n die Grundkonzepte und -theorien der Logistik erl?utert. Die Erkl?rungen sind kompakt und verst?ndlich formuliert und bieten somit Basiswissen für alle, die einen schnellen Einstieg in die Praxis suchen, sich für Logistik und Beschaffung interessieren oder ihr vorhandenes Wissen auffrischen m?chten.
 關(guān)于派博傳思  派博傳思旗下網(wǎng)站  友情鏈接
派博傳思介紹 公司地理位置 論文服務(wù)流程 影響因子官網(wǎng) 吾愛論文網(wǎng) 大講堂 北京大學(xué) Oxford Uni. Harvard Uni.
發(fā)展歷史沿革 期刊點(diǎn)評 投稿經(jīng)驗(yàn)總結(jié) SCIENCEGARD IMPACTFACTOR 派博系數(shù) 清華大學(xué) Yale Uni. Stanford Uni.
QQ|Archiver|手機(jī)版|小黑屋| 派博傳思國際 ( 京公網(wǎng)安備110108008328) GMT+8, 2025-10-11 02:30
Copyright © 2001-2015 派博傳思   京公網(wǎng)安備110108008328 版權(quán)所有 All rights reserved
快速回復(fù) 返回頂部 返回列表
兴和县| 施甸县| 柞水县| 绥阳县| 阿城市| 嘉峪关市| 德庆县| 马龙县| 宝兴县| 花莲市| 九龙城区| 永善县| 云安县| 益阳市| 高淳县| 夏津县| 苏尼特右旗| 尚志市| 印江| 临沧市| 鞍山市| 玉门市| 铜鼓县| 东辽县| 温泉县| 兰考县| 崇义县| 深泽县| 吉安市| 沙河市| 富蕴县| 禄丰县| 抚宁县| 绥棱县| 安陆市| 达孜县| 玉龙| 汉阴县| 富川| 延长县| 伊宁县|