Titre :	Simulation and inference for stochastic differential equations : With R examples
Type de document :	texte imprimé
Auteurs :	Stefano M. Iacus, Auteur
Editeur :	Springer-Verlag
Année de publication :	2010
Collection :	Springer Series in Statistics
Importance :	xviii - 284 p.
ISBN/ISSN/EAN :	978-1-4419-2607-4
Langues :	Anglais
Catégories :	60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equations 62-XX Statistics:62MXX Inference from stochastic processes:62M05 Markov processes: estimation 65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C50 Other computational problems in probability 65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C60 Computational problems in statistics
Mots-clés :	Markov processes: estimation  statistics  stochastic ordinary differential equations
Index. décimale :	62C Monographie

Simulation and inference for stochastic differential equations : With R examples [texte imprimé] / Stefano M. Iacus, Auteur . - [S.l.] : Springer-Verlag, 2010 . - xviii - 284 p.. - (Springer Series in Statistics) .
ISBN : 978-1-4419-2607-4
Langues : Anglais

Catégories :	60-XX Probability theory and stochastic processes :60HXX Stochastic analysis :60H10 Stochastic ordinary differential equations 62-XX Statistics:62MXX Inference from stochastic processes:62M05 Markov processes: estimation 65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C50 Other computational problems in probability 65-XX Numerical analysis:65CXX Probabilistic methods, simulation and stochastic differential equations :65C60 Computational problems in statistics
Mots-clés :	Markov processes: estimation  statistics  stochastic ordinary differential equations
Index. décimale :	62C Monographie