Parameter Estimation in Stochastic Differential Equations (Record no. 10445)
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000 -LEADER | |
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fixed length control field | 04086nam a22005655i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-540-74448-1 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20190213151354.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 100301s2008 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783540744481 |
-- | 978-3-540-74448-1 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-540-74448-1 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA299.6-433 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBK |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT034000 |
Source | bisacsh |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBK |
Source | thema |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 515 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Bishwal, Jaya P. N. |
Relator term | author. |
Relator code | aut |
-- | http://id.loc.gov/vocabulary/relators/aut |
245 10 - TITLE STATEMENT | |
Title | Parameter Estimation in Stochastic Differential Equations |
Medium | [electronic resource] / |
Statement of responsibility, etc | by Jaya P. N. Bishwal. |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg, |
-- | 2008. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XIV, 268 p. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
-- | cr |
-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
490 1# - SERIES STATEMENT | |
Series statement | Lecture Notes in Mathematics, |
International Standard Serial Number | 0075-8434 ; |
Volume number/sequential designation | 1923 |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | Continuous Sampling -- Parametric Stochastic Differential Equations -- Rates of Weak Convergence of Estimators in Homogeneous Diffusions -- Large Deviations of Estimators in Homogeneous Diffusions -- Local Asymptotic Mixed Normality for Nonhomogeneous Diffusions -- Bayes and Sequential Estimation in Stochastic PDEs -- Maximum Likelihood Estimation in Fractional Diffusions -- Discrete Sampling -- Approximate Maximum Likelihood Estimation in Nonhomogeneous Diffusions -- Rates of Weak Convergence of Estimators in the Ornstein-Uhlenbeck Process -- Local Asymptotic Normality for Discretely Observed Homogeneous Diffusions -- Estimating Function for Discretely Observed Homogeneous Diffusions. |
520 ## - SUMMARY, ETC. | |
Summary, etc | Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Global analysis (Mathematics). |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Distribution (Probability theory. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Finance. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematical statistics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Numerical analysis. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematics. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Analysis. |
-- | http://scigraph.springernature.com/things/product-market-codes/M12007 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
-- | http://scigraph.springernature.com/things/product-market-codes/M27004 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Quantitative Finance. |
-- | http://scigraph.springernature.com/things/product-market-codes/M13062 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistical Theory and Methods. |
-- | http://scigraph.springernature.com/things/product-market-codes/S11001 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Numerical Analysis. |
-- | http://scigraph.springernature.com/things/product-market-codes/M14050 |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Game Theory, Economics, Social and Behav. Sciences. |
-- | http://scigraph.springernature.com/things/product-market-codes/M13011 |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783540842767 |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783540744474 |
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
Uniform title | Lecture Notes in Mathematics, |
-- | 0075-8434 ; |
Volume number/sequential designation | 1923 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | https://doi.org/10.1007/978-3-540-74448-1 |
912 ## - | |
-- | ZDB-2-SMA |
912 ## - | |
-- | ZDB-2-LNM |
No items available.