[PDF] Statistical Methods for Stochastic Differential Equations (Chapman & Hall/CRC Monographs on Statistics & Applied Probability)

ISBN: 1439849404

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Author: Mathieu Kessler | Publisher: Chapman and Hall/CRC | Category: Mathematics | Language: English | Page: 507 | ISBN: 1439849404 | ISBN13: 9781439849408 |

Description: 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 the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes.

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