研究论文
Statistical Methods for Stochastic Differential Equations
Mathieu Kessler, Alexander Lindner, Michael Sorensen
University of Copenhagen
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The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th
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学术脉络
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计算机 / AIMarkov Chains and Monte Carlo Methods
Stochastic processes and financial applications · Control Systems and Identification
参考文献 109
Quasi-likelihood and Optimal Estimation
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Estimation parametrique des coefficients d'une diffusion ergodique a partir d'observations discretes
被引 5Mathieu Kessler · 1996
Hyperbolic Processes in Finance
被引 146Bo Martin Bibby, Michael Sørensen · Elsevier eBooks · 2003
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