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      Book

      Statistical Methods for Stochastic Differential Equations
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      Book

      Statistical Methods for Stochastic Differential Equations

      DOI link for Statistical Methods for Stochastic Differential Equations

      Statistical Methods for Stochastic Differential Equations book

      Statistical Methods for Stochastic Differential Equations

      DOI link for Statistical Methods for Stochastic Differential Equations

      Statistical Methods for Stochastic Differential Equations book

      ByMathieu Kessler, Alexander Lindner, Michael Sorensen
      Edition 1st Edition
      First Published 2012
      eBook Published 30 May 2012
      Pub. Location New York
      Imprint Chapman and Hall/CRC
      DOI https://doi.org/10.1201/b12126
      Pages 507
      eBook ISBN 9780429063251
      Subjects Mathematics & Statistics
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      Kessler, M., Lindner, A., & Sorensen, M. (2012). Statistical Methods for Stochastic Differential Equations (1st ed.). Chapman and Hall/CRC. https://doi.org/10.1201/b12126

      ABSTRACT

      The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to th

      TABLE OF CONTENTS

      chapter 1|98 pages

      Estimating functions for diffusion-type processes

      chapter |10 pages

      References

      chapter 2|76 pages

      The econometrics of high-frequency data

      chapter |6 pages

      References

      chapter 3|118 pages

      Statistics and high-frequency data

      chapter |2 pages

      References

      chapter 4|26 pages

      Importance sampling techniques for estimation of diffusion models

      chapter |4 pages

      References

      chapter 5|38 pages

      Non-parametric estimation of the coefficients of ergodic diffu- sion processes based on high-frequency data

      chapter |4 pages

      References

      chapter 6|40 pages

      Ornstein–Uhlenbeck related models driven by Le´vy processes

      chapter |6 pages

      References

      chapter 7|42 pages

      Parameter estimation for multiscale diffusions: An overview

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