000			03127nam a22003494a 4500
005			20250918192355.0
008			130731s2012 flua b 001 0 eng
020			_a9781439849408 (hardback) _cRM303.70
039		9	_a201312311015 _bbaiti _c201312171123 _dros _y07-31-2013 _zros
040			_aDLC _cDLC _dDLC _dUKM
090			_aQA274.23.S733
090			_aQA274.23 _b.S733
245	0	0	_aStatistical methods for stochastic differential equations / _cedited by Mathieu Kessler, Alexander Lindner, Michael S²rensen.
260			_aBoca Raton, FL : _bCRC Press, _c2012.
300			_axxiv, 483 p. : _bill. ; _c24 cm.
440		0	_aMonographs on statistics and applied probability ; _v124
504			_aIncludes bibliographical references and index.
520			_a'Preface The chapters of this volume represent the revised versions of the main papers given at the seventh Sinaire Europn de Statistique on'Statistics for Stochastic Differential Equations Models', held at La Manga del Mar Menor, Cartagena, Spain, May 7th-12th, 2007. The aim of the S孩naire Europ奮 de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of statistical science which are of major current interest. As a consequence, this volume is tutorial, following the tradition of the books based on the previous seminars in the series entitled: Networks and Chaos - Statistical and Probabilistic Aspects. Time Series Models in Econometrics, Finance and Other Fields. Stochastic Geometry: Likelihood and Computation. Complex Stochastic Systems. Extreme Values in Finance, Telecommunications and the Environment. Statistics of Spatio-temporal Systems. About 40 young scientists from 15 different nationalities mainly from European countries participated. More than half presented their recent work in short communications; an additional poster session was organized, all contributions being of high quality. The importance of stochastic differential equations as the modeling basis for phenomena ranging from finance to neurosciences has increased dramatically in recent years. Effective and well behaved statistical methods for these models are therefore of great interest. However the mathematical complexity of the involved objects raise theoretical but also computational challenges. The Sinaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and,'-- _cProvided by publisher.
650		0	_aStochastic differential equations _xStatistical methods.
650		7	_aMATHEMATICS / Differential Equations. _2bisacsh
650		7	_aMATHEMATICS / Probability & Statistics / General. _2bisacsh
700	1		_aKessler, Mathieu, _d1970-
700	1		_aLindner, Alexander, _d1973-
700	1		_aS{u296E}sen, Michael.
907			_a.b15694136 _b2019-11-12 _c2019-11-12
942			_c01 _n0 _kQA274.23.S733
914			_avtls003536330
990			_abaiti
991			_aFakulti Sains dan Teknologi
998			_at _b2013-05-07 _cm _da _feng _gflu _y0 _z.b15694136
999			_c552029 _d552029