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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 »rs of research and application and aims to bring together several methods of estimation of parameters involved in processes observed continuously over periods of time or when sampled data is available as generally feasible. It is accessible to postgraduate students of mathematics and statistics and includes many new application areas and examples with exercises.« less