Discretization of Processes |
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Author:
| Jacod, Jean Protter, Philip |
Series title: | Stochastic Modelling and Applied Probability Ser. |
ISBN: | 978-3-642-26950-9 |
Publication Date: | Nov 2013 |
Publisher: | Springer
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Book Format: | Paperback |
List Price: | AUD $222.95 |
Book Description:
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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.