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008 120611s2012 flua ob 001 0 eng d
035 $a(OCoLC)ocn795120427
035 $a(NNC)15085032
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020 $a9781439849767$q(electronic bk.)
020 $a1439849765$q(electronic bk.)
020 $a1299992625
020 $a9781299992627
020 $z9781439849408$q(hardback)
020 $a1439849404
020 $a9781439849408
024 7 $a10.1201/b12126$2doi
035 $a(OCoLC)795120427$z(OCoLC)802053578$z(OCoLC)961414007$z(OCoLC)990192379$z(OCoLC)1031044135$z(OCoLC)1065804296$z(OCoLC)1067238143$z(OCoLC)1086441007
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050 4 $aQA274.23 .S75 2012
060 4 $aQA 274.23
072 7 $aMAT$x007000$2bisacsh
082 04 $a515.35$a515/.35
084 $aMAT007000$aMAT029000$2bisacsh
049 $aZCUA
245 00 $aStatistical methods for stochastic differential equations /$cedited by Mathieu Kessler, Alexander Lindner, Michael Sørensen.
260 $aBoca Raton, FL :$bCRC Press,$c©2012.
300 $a1 online resource (xxiv, 483 pages) :$billustrations
336 $atext$btxt$2rdacontent
337 $acomputer$bc$2rdamedia
338 $aonline resource$bcr$2rdacarrier
490 1 $aMonographs on statistics and applied probability ;$v124
520 $a"Preface The chapters of this volume represent the revised versions of the main papers given at the seventh Séminaire Européen de Statistique on "Statistics for Stochastic Differential Equations Models", held at La Manga del Mar Menor, Cartagena, Spain, May 7th-12th, 2007. The aim of the Sþeminaire Europþeen de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of statistical science which are of major current interest. As a consequence, this volume is tutorial, following the tradition of the books based on the previous seminars in the series entitled: Networks and Chaos - Statistical and Probabilistic Aspects. Time Series Models in Econometrics, Finance and Other Fields. Stochastic Geometry: Likelihood and Computation. Complex Stochastic Systems. Extreme Values in Finance, Telecommunications and the Environment. Statistics of Spatio-temporal Systems. About 40 young scientists from 15 different nationalities mainly from European countries participated. More than half presented their recent work in short communications; an additional poster session was organized, all contributions being of high quality. The importance of stochastic differential equations as the modeling basis for phenomena ranging from finance to neurosciences has increased dramatically in recent years. Effective and well behaved statistical methods for these models are therefore of great interest. However the mathematical complexity of the involved objects raise theoretical but also computational challenges. The Séminaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and, "--$cProvided by publisher.
504 $aIncludes bibliographical references and index.
505 0 $aFront Cover; Contents; Preface; Contributors; 1. Estimating functions for diffusion-type processes; References; 2. The econometrics of high-frequency data; References; 3. Statistics and high-frequency data; References; 4. Importance sampling techniques for estimation of diffusion models; References; 5. Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data; References; 6. Ornstein-Uhlenbeck related models driven by Lévy processes; References; 7. Parameter estimation for multiscale diffusions: An overview; References.
588 0 $aPrint version record.
650 0 $aStochastic differential equations$xStatistical methods.
650 0 $aStochastic processes.
650 0 $aMathematical models.
650 2 $aStochastic Processes
650 2 $aModels, Theoretical
650 6 $aÉquations différentielles stochastiques$xMéthodes statistiques.
650 6 $aProcessus stochastiques.
650 6 $aModèles mathématiques.
650 7 $amathematical models.$2aat
650 7 $aMATHEMATICS$xDifferential Equations.$2bisacsh
650 7 $aMATHEMATICS$xProbability & Statistics$xGeneral.$2bisacsh
650 7 $aMATHEMATICS$xDifferential Equations$xGeneral.$2bisacsh
650 7 $aMathematical models.$2fast$0(OCoLC)fst01012085
650 7 $aStochastic processes.$2fast$0(OCoLC)fst01133519
655 0 $aElectronic books.
655 4 $aElectronic books.
700 1 $aKessler, Mathieu,$d1970-
700 1 $aLindner, Alexander,$d1973-
700 1 $aSørensen, Michael.
776 08 $iPrint version:$tStatistical methods for stochastic differential equations.$dBoca Raton, FL : CRC Press, ©2012$z9781439849408$w(DLC) 2012005166$w(OCoLC)613423611
830 0 $aMonographs on statistics and applied probability (Series) ;$v124.
856 40 $uhttp://www.columbia.edu/cgi-bin/cul/resolve?clio15085032$zTaylor & Francis eBooks
852 8 $blweb$hEBOOKS