Chapman & Hall/CRC Monographs on Statistics and Applied Probability

1 total work

Statistical Methods for Stochastic Differential Equations

by Mathieu Kessler, Alexander Lindner, and Michael Sorensen

Published 1 January 2012

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 th