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Statistical Inference for Diffusion Type Processes
Statistical Inference for Diffusion Type Processes
Author: B. L. S. Prakasa Rao, B.L.S. Prakasa Rao, B. L. S. PRAKASA RAO
Statistical inference for stochastic processes is of great importance from the theoretical as well as from an applications point of view in model building. Among the more widely used continuous time processes for stochastic modeling, diffusion type processes have been studied for more than 20 years. This book is a synthesis of those twenty yea...  more »
ISBN-13: 9780340741498
ISBN-10: 034074149X
Publication Date: 1999
Pages: 368
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Publisher: Arnold Publishers
Book Type: Hardcover
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