Download or read book Some Stability Results of Parameter Identification in a Jump Diffusion Model written by Dana Düvelmeyer and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book A Note on Uniqueness of Parameter Identification in a Jump Diffusion Model written by Hans-Jörg Starkloff and published by . This book was released on 2005 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Parameters Estimation for Jump diffusion Process Based on Low and High Frequency Data written by Cai Zhu and published by . This book was released on 2011 with total page 94 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Ill posedness of Parameter Estimation in Jump Diffusion Processes written by Dana Düvelmeyer and published by . This book was released on 2004 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Parameter Estimation for the Drift of a Time inhomogeneous Jump Diffusion Process written by Brice Franke and published by . This book was released on 2010 with total page 17 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Parameter Identification for Stochastic Diffusion Equations with Unknown Boundary Conditions written by Sin-Ichi Aihara and published by . This book was released on 1985 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Financial Modelling with Jump Processes written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic
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Download or read book An Index written by A. V. Balakrishnan M. Thoma and published by Springer. This book was released on 2013-11-21 with total page 35 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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Download or read book Exponential Families of Stochastic Processes written by Uwe Küchler and published by Springer Science & Business Media. This book was released on 2006-05-09 with total page 325 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the statistical theory of exponential families of stochastic processes. The book reviews the progress in the field made over the last ten years or so by the authors - two of the leading experts in the field - and several other researchers. The theory is applied to a broad spectrum of examples, covering a large number of frequently applied stochastic process models with discrete as well as continuous time. To make the reading even easier for statisticians with only a basic background in the theory of stochastic process, the first part of the book is based on classical theory of stochastic processes only, while stochastic calculus is used later. Most of the concepts and tools from stochastic calculus needed when working with inference for stochastic processes are introduced and explained without proof in an appendix. This appendix can also be used independently as an introduction to stochastic calculus for statisticians. Numerous exercises are also included.
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
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