Statistical methods for stochastic differential equations (Record no. 11703)

MARC details
000 -LEADER
fixed length control field 03982nam a2200373Ia 4500
001 - CONTROL NUMBER
control field CAH0KE12294PDF
003 - CONTROL NUMBER IDENTIFIER
control field BD-DhSAU
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20151012144305.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS
fixed length control field m|||||o||d||||||||
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr||||
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 120720s2012 fluad sb 001 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9781439849767 (ebook : PDF)
040 ## - CATALOGING SOURCE
Original cataloging agency BD-DhSAU
Transcribing agency BD-DhSAU
090 ## - LOCALLY ASSIGNED LC-TYPE CALL NUMBER (OCLC); LOCAL CALL NUMBER (OCLC)
Classification number (OCLC) (R) ; Classification number, CALL (RLIN) (NR) QA274.23
Local cutter number (OCLC) ; Book number/undivided call number, CALL (RLIN) .S75 2012
092 ## - LOCALLY ASSIGNED DEWEY CALL NUMBER (OCLC)
Classification number 515.35
Item number S797
245 00 - TITLE STATEMENT
Title Statistical methods for stochastic differential equations
Medium [electronic resource] /
Statement of responsibility, etc. edited by Mathieu Kessler, Alexander Lindner, Michael S�rensen.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc. Boca Raton :
Name of publisher, distributor, etc. CRC Press,
Date of publication, distribution, etc. 2012.
300 ## - PHYSICAL DESCRIPTION
Extent xxiv, 483 p. :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Monographs on statistics and applied probability ;
Volume/sequential designation 124
500 ## - GENERAL NOTE
General note "A Chapman & Hall book."
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (p. 471-472) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 1. Estimating functions for diffusion-type processes / Michael S�rensen -- 2. The econometrics of high-frequency data / Per A. Mykland and Lan Zhang -- 3. Statistics and high-frequency data / Jean Jacod -- 4. Importance sampling techniques for estimation of diffusion models / Omiros Papaspiliopoulos and Gareth Roberts -- 5. Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data / Fabienne Comte, Valentine Genon-Catalot, and Yves Rozenholc -- 6. Ornstein-Uhlenbeck related models driven by L�evy processes / Peter J. Brockwell and Alexander Lindner -- 7. Parameter estimation for multiscale diffusions : an overview / Grigorios A. Pavliotis, Yvo Pokern, and Andrew M. Stuart.
520 ## - SUMMARY, ETC.
Summary, etc. "Preface The chapters of this volume represent the revised versions of the main papers given at the seventh S�eminaire Europ�een 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 S�eminaire Europ�een 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 S�eminaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and,"--
Assigning source Provided by publisher.
530 ## - ADDITIONAL PHYSICAL FORM AVAILABLE NOTE
Additional physical form available note Also available in print edition.
538 ## - SYSTEM DETAILS NOTE
System details note Mode of access: World Wide Web.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic differential equations
General subdivision Statistical methods.
655 #7 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
Source of term lcsh
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Kessler, Mathieu.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Lindner, Alexander,
Dates associated with a name 1973-
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name S�rensen, Michael.
776 1# - ADDITIONAL PHYSICAL FORM ENTRY
International Standard Book Number 9781439849408 (hardback)
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Monographs on statistics and applied probability ;
Volume number/sequential designation 124.
856 40 - ELECTRONIC LOCATION AND ACCESS
Uniform Resource Identifier <a href="http://marc.crcnetbase.com/isbn/9781439849767">http://marc.crcnetbase.com/isbn/9781439849767</a>
Electronic format type application/PDF

No items available.