Parameter estimation in stochastic differential equations / Jaya P. N. Bishwal
Type de document : Livre numériqueCollection : Lecture notes in mathematics, 1923Langue : anglais.Éditeur : Berlin : Springer, 2008ISBN: 9783540744474.ISSN: 1617-9692.Sujet MSC : 62M05, Statistics - Inference from stochastic processes, Markov processes: estimation; hidden Markov models60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
60H15, Probability theory and stochastic processes - Stochastic analysis, Stochastic partial differential equations
62M09, Statistics - Inference from stochastic processes, Non-Markovian processes: estimation
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processesEn-ligne : Springerlink | Zentralblatt | MathSciNet
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