Discretization of Processes |
|
| Author:
| Jacod, Jean
Protter, Philip E. |
| Series title: | Stochastic Modelling and Applied Probability Ser. |
| ISBN: | 978-3-642-24126-0 |
| Publication Date: | Nov 2011 |
| Publisher: | Springer
|
| Book Format: | Hardback |
| List Price: | AUD $222.95 |
Book Description:
|
Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself.
Using classic statistical tools, this book synthesizes ten years of research to establish a sohisticated theory of how to go about estimating not just scalar parameters of a proposed model, but also the underlying structure of the model itself.