ENGLISH

Inference for Diffusion Processes: With Applications in Life Sciences

By Christiane Fuchs (auth.)

Book information

Publisher
Springer-Verlag Berlin Heidelberg
Year
2013
ISBN
978-3-642-25968-5, 978-3-642-25969-2
DOI
10.1007/978-3-642-25969-2
Language
english
Format
PDF
Filesize
10 MB (10367606 bytes)
Edition
1
Pages
430\437
Orientation
yes
Scanned
yes
Time added
2013-08-01 04:00:00
Health Sciences; Statistics for Business/EconomicsMedicineStatistical Theory and Methods; Statistics for Lif

Description

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

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