Research Catalog

Statistical inference for ergodic diffusion processes

Title
Statistical inference for ergodic diffusion processes / Yury A. Kutoyants.
Author
Kutoyants, Yu. A.
Publication
London ; [New York] : Springer, c2004.

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Details

Description
xiii, 481 p.; 25 cm.
Series Statement
Springer series in statistics
Subject
  • Diffusion processes
  • Ergodic theory
  • Parameter estimation
Bibliography (note)
  • Includes bibliographical references (p. 467-478) and index.
Call Number
JSE 04-155
ISBN
1852337591 (alk. paper)
LCCN
2003054411
OCLC
vendor
Author
Kutoyants, Yu. A.
Title
Statistical inference for ergodic diffusion processes / Yury A. Kutoyants.
Imprint
London ; [New York] : Springer, c2004.
Series
Springer series in statistics
Bibliography
Includes bibliographical references (p. 467-478) and index.
Research Call Number
JSE 04-155
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