{"product_id":"statistical-inference-for-diffusion-type-processes-kendalls-library-of-statistics-8-hardback-9780470711125","title":"Statistical Inference for Diffusion Type Processes; Kendall's Library of Statistics 8 (Hardback) 9780470711125","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eStatistical Inference for Diffusion Type Processes\u003c\/font\u003e\u003cbr\u003e\r\n\u003cfont size=\"5\"\u003eKendall's Library of Statistics 8\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eB.L.S. Prakasa Rao (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9780470711125, Wiley\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eHardback, published 28 May 1999\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e366 pages\u003cbr\u003e24 x 16.6 x 2.8 cm, 0.652 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eDecision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are widely used for model building in the social, physical, engineering, and life sciences as well as in financial economics. Statistical inference for stochastic processes is of great importance from the theoretical as well as from applications point of view in model building. During the past twenty years, there has been a large amount of progress in the study of inferential aspects for continuous as well as discrete time stochastic processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to bring together several methods of estimation of parameters involved in such processes when the process is observed continuously over a period of time or when sampled data is available as generally feasible.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e1. Diffusion Type Processes \u003cp\u003e2. Parametric Inference for Diffusion Type Processes from Continuous Paths\u003c\/p\u003e \u003cp\u003e3. Parametric Inference for Diffusion Type Processes from Sampled Data\u003c\/p\u003e \u003cp\u003e4. Nonparametric Inference for Diffusion Type Processes from Continuous Sample Paths\u003c\/p\u003e \u003cp\u003e5. Nonparametric Inference for Diffusion Type Processes from Sampled Data\u003c\/p\u003e \u003cp\u003e6. Applications to Stochastic Modeling\u003c\/p\u003e \u003cp\u003e7. Numerical Approximation Methods for Stochastic Differential Equations\u003c\/p\u003e \u003cp\u003eApp. A. Uniform Ergodic Theorem\u003c\/p\u003e \u003cp\u003eApp. B. Stochastic Integration and Limit Theorems for Stochastic Integrals\u003c\/p\u003e \u003cp\u003eApp. C. Wavelets\u003c\/p\u003e \u003cp\u003eApp. D. Gronwall-Bellman Type Lemma\u003c\/p\u003e\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Mathematics [\u003ca title=\"See our other books on Mathematics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Mathematics%20%5BPB%5D%22\"\u003ePB\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Wiley","offers":[{"title":"Brand New","offer_id":52278023586072,"sku":"9780470711125","price":97.76,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/files\/9780470711125.jpg?v=1781456106","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/statistical-inference-for-diffusion-type-processes-kendalls-library-of-statistics-8-hardback-9780470711125","provider":"Freshly Printed Books","version":"1.0","type":"link"}