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Semimartingales and their Statistical Inference

of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic;

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Semimartingales and Their Statistical Inference

of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic;

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Statistical Inference for Fractional Diffusion Processes

point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus;

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Statistical Inference for Diffusion Type Processes

processes. Diffusion type processes are a large class of continuous time processes which are widely used for stochastic modelling. the book aims to;

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Inference for Diffusion Processes

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the;

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Optimal Statistical Inference in Financial Engineering

Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering;

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Dynamical Systems and Ergodic Theory at Saint-Flour

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the;

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Statistical Inference in Stochastic Processes

statistical techniques in image analysis and processing, develops likelihood methods for inference about parameters that determine the drift and the;

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Statistical Mechanics & Random Walks

algorithm for diffusion processes and application of random walks for the analysis of graphs, musical composition and language phylogeny.;

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Statistical Inference for Financial Engineering

This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for;

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Statistical Portfolio Estimation

of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset;

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Statistical Portfolio Estimation

of investments. This book provides a comprehensive overview of statistical inference for portfolios and their various applications. A variety of asset;

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Introduction to Empirical Processes and Semiparametric Inference

research techniques are surprisingly useful for developing methods of statistical inference for complex models and in understanding the properties;

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Point Processes and Their Statistical Inference

treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;

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Point Processes and Their Statistical Inference

treatment of the theory of point processes and statistical inference for point processes-highlighting both pointprocesses on the real line and sp;

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Statistical Inference for Piecewise-deterministic Markov Processes

trivial. Responding to new developments in the field as well as to current research interests and needs, Statistical inference for piecewise;

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Bayesian Inference for Stochastic Processes

This is the first book designed to introduce Bayesian inference procedures for stochastic processes. There are clear advantages to the;

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Bayesian Inference for Stochastic Processes

This is the first book designed to introduce Bayesian inference procedures for stochastic processes. There are clear advantages to the;

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Distribution of Statistical Observables for Anomalous and Nonergodic Diffusions

modelled by non-Brownian stochastic processes in the complex real-world environment. Statistical observables are widely used for anomalous and;

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Asymptotic Statistics

This textbook is devoted to the general asymptotic theory of statistical experiments. Local asymptotics for statistical models in the sense;

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Mathematical Foundations of Infinite-Dimensional Statistical Models

In nonparametric and high-dimensional statistical models, the classical Gauss-Fisher-Le Cam theory of the optimality of maximum likelihood;

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Sense and Nonsense of Statistical Inference: Controversy

This volume focuses on the abuse of statistical inference in scientific and statistical literature, as well as in a variety of other;

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Sense and Nonsense of Statistical Inference

This volume focuses on the abuse of statistical inference in scientific and statistical literature, as well as in a variety of other;

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Statistical Testing Strategies in the Health Sciences

statistical decision-making processes to be adapted for complex statistical applications. With techniques spanning robust statistical methods to;

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Statistical Testing Strategies in the Health Sciences

statistical decision-making processes to be adapted for complex statistical applications. With techniques spanning robust statistical methods to;

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Probability and Statistical Inference

Probability and Statistical Inference: From Basic Principles to Advanced Models covers aspects of probability, distribution theory, and;

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Probability and Statistical Inference

Probability and Statistical Inference: From Basic Principles to Advanced Models covers aspects of probability, distribution theory, and;

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