Inference For Diffusion Processes

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    Inference for Diffusion Processes
    With Applications in Life Sciences
    By: Christiane Fuchs
    Publisher:
    Springer
    Print ISBN: 9783642259685, 3642259685
    eText ISBN: 9783642259692, 3642259693
    Copyright year: 2013
    Format: EPUB
    Available from $ 139.00 USD
    SKU 9783642259692
    Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.
     

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