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Statistical Inference from Stochastic Processes
Language: en
Pages: 406
Authors: Narahari Umanath Prabhu
Categories: Mathematics
Type: BOOK - Published: 1988 - Publisher: American Mathematical Soc.

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Comprises the proceedings of the AMS-IMS-SIAM Summer Research Conference on Statistical Inference from Stochastic Processes, held at Cornell University in Augus
Statistical Inferences for Stochasic Processes
Language: en
Pages: 464
Authors: Ishwar V. Basawa
Categories: Mathematics
Type: BOOK - Published: 1980-01-28 - Publisher: Academic Press

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Introductory examples of stochastic models; Special models; General theory; Further approaches.
Statistical Inference for Ergodic Diffusion Processes
Language: en
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Authors: Yury A. Kutoyants
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Type: BOOK - Published: 2013-03-09 - Publisher: Springer Science & Business Media

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The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theore
Bayesian Inference for Stochastic Processes
Language: en
Pages: 409
Authors: Lyle D. Broemeling
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Type: BOOK - Published: 2017-12-12 - Publisher: CRC Press

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This is the first book designed to introduce Bayesian inference procedures for stochastic processes. There are clear advantages to the Bayesian approach (includ
Simulation and Inference for Stochastic Processes with YUIMA
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Authors: Stefano M. Iacus
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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