Parameter estimation in stochastic differential equations

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. This volume presents the estimation of the unknown parame...

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Bibliographic Details
Published inLecture notes in mathematics Vol. 1923
Main Author Bishwal, Jaya P. N.
Format eBook Book
LanguageEnglish
Published Berlin, Heidelberg Springer 2008
Springer Berlin / Heidelberg
Springer Berlin Heidelberg
Edition1
SeriesLecture Notes in Mathematics
Subjects
Analysis
Distribution (Probability theory)
Exact sciences and technology
Game Theory, Economics, Social and Behav. Sciences
General mathematics
General, history and biography
Mathematical statistics
Mathematics
Mathematics and Statistics
Numerical Analysis
Parameter estimation
Probability Theory and Stochastic Processes
Quantitative Finance
Sciences and techniques of general use
Statistical Theory and Methods
Stochastic differential equations-Statistical methods
Mathematics
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Summary:Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modeling complex phenomena. The subject has attracted researchers from several areas of mathematics. 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.
Bibliography:Includes bibliographical references (p. [245]-261) and index
ISBN:9783540744474
3540744479
ISSN:0075-8434
DOI:10.1007/978-3-540-74448-1