Discretization of Processes |
|
| Author:
| Jacod, Jean
Protter, Philip |
| Series title: | Stochastic Modelling and Applied Probability Ser. |
| ISBN: | 978-1-283-45152-9 |
| Publication Date: | Feb 2012 |
| Publisher: | Springer
|
| Book Format: | Ebook |
| List Price: | USD $154.80 |
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.