Comprises the proceedings of the AMS-IMS-SIAM Summer Research Conference on Statistical Inference from Stochastic Processes, held at Cornell University in Augus

This is the first book designed to introduce Bayesian inference procedures for stochastic processes. There are clear advantages to the Bayesian approach (includ

Introductory examples of stochastic models; Special models; General theory; Further approaches.

The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theore

The YUIMA package is the first comprehensive R framework based on S4 classes and methods which allows for the simulation of stochastic differential equations dr