Statistical Methods for Stochastic Differential Equations by Mathieu Kessler
Identifies key themes that collectively demonstrate the convergence of thinking at the interface between the disciplines of international business and entrepreneurship.-
Statistical Inference
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Practical Risk Theory for Actuaries
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Analysis of Survival Data
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Generalized Linear Models with Random Effects
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An Introduction to the Bootstrap
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Queues
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Transformation and Weighting in Regression
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Asymptotic Analysis of Mixed Effects Models
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Statistics for Long-Memory Processes
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Analysis of Infectious Disease Data
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ROC Curves for Continuous Data
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Missing Data in Longitudinal Studies
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Analyzing and Modeling Rank Data
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Stochastic Geometry
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Semimartingales and their Statistical Inference
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Accelerated Life Models
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Statistical Analysis of Spatial and Spatio-Temporal Point Patterns
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Quasi-Least Squares Regression
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Large Covariance and Autocovariance Matrices
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Design and Analysis of Cross-Over Trials
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Analysis of Variance for Functional Data
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Pareto Distributions
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Analysis of Incomplete Multivariate Data
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Simultaneous Inference in Regression
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Gaussian Markov Random Fields
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Sufficient Dimension Reduction
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Markov Models & Optimization
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Multidimensional Scaling
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Biplots
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Analog Est Methods Econometric
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Predictive Inference
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Subjective Probability Models for Lifetimes
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Smoothing Splines
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Bayesian Inference for Partially Identified Models
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Maximum Likelihood Estimation for Sample Surveys
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Mean Field Simulation for Monte Carlo Integration
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Robust Nonparametric Statistical Methods
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Sequential Analysis
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The Statistical Analysis of Multivariate Failure Time Data
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Measuring Statistical Evidence Using Relative Belief
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Sequential Change Detection and Hypothesis Testing
"… an excellent resource for anyone currently active in research in this area, interested in getting into research in the area, or just interested in the topicI cannot think of another source that provides detailed yet accessible introductions of this quality and timeliness to the major issues of interest in this area. … As noted in the preface, the idea is to get young researchers ‘quickly to the forefront of knowledge and research.’ … The book succeeds in delivering on this goal. A careful reading of the chapters of this book would go a long way toward putting one in a position to begin contributing to the large and rapidly growing body of research in this important area of statistics. It would certainly be an excellent resource for teaching advanced Ph.D. courses. … This is a wonderful book for anyone interested in SDEs. I highly recommend it and am happy to have it on my bookshelf."
—Garland B. Durham, Journal of the American Statistical Association, March 2014
"The contributors are all renowned specialists in the field … the last four chapters are generally well written, informative, and cover a wide range of different aspects of statistics for SDE … the first three chapters … constitute an original and very useful contribution in a field that too often has the reputation of being technical and somehow austere. … I strongly recommend the book for anyone interested in the wide topic of statistical methods for SDE, whether she or he is a specialist or a student starting in the field."
—Marc Hoffmann, Université Paris–Dauphine Sørensen, CHANCE, 26.3
"… a good collection of useful and interesting articles … [I have] no hesitation in recommending the book."
—Tusheng Zhang, Journal of Time Series Analysis, 2013
Matthieu Kessler, Department of Applied Mathematics and Statistics, University of Cartagena, Spain
Alexander Lindner, Institute of Mathematics and Statistics, TU Braunschweig, Germany
Michael Sorensen, Department of Mathematical Sciences, University of Copenhagen, Denmark
| SKU | Unavailable |
| ISBN 13 | 9781439849408 |
| ISBN 10 | 1439849404 |
| Title | Statistical Methods for Stochastic Differential Equations |
| Author | Mathieu Kessler |
| Series | Chapman And Hall Crc Monographs On Statistics And Applied Probability |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Taylor & Francis Inc |
| Year published | 2012-05-17 |
| Number of pages | 508 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |