MARC Record from Library of Congress

LEADER: 02895cam a22003014a 4500
001 2012005166
003 DLC
005 20121019082030.0
008 120309s2012 flua b 001 0 eng
010 $a 2012005166
020 $a9781439849408 (hardback)
040 $aDLC$cDLC$dDLC
042 $apcc
050 00 $aQA274.23$b.S75 2012
082 00 $a515/.35$223
084 $aMAT007000$aMAT029000$2bisacsh
245 00 $aStatistical methods for stochastic differential equations /$cedited by Mathieu Kessler, Alexander Lindner, Michael S²rensen.
260 $aBoca Raton, FL :$bCRC Press,$cc2012.
300 $axxiv, 483 p. :$bill. ;$c24 cm.
440 0 $aMonographs on statistics and applied probability ;$v124
520 $a"Preface The chapters of this volume represent the revised versions of the main papers given at the seventh Séminaire Européen de Statistique on "Statistics for Stochastic Differential Equations Models", held at La Manga del Mar Menor, Cartagena, Spain, May 7th-12th, 2007. The aim of the Sþeminaire Europþeen de Statistique is to provide talented young researchers with an opportunity to get quickly to the forefront of knowledge and research in areas of statistical science which are of major current interest. As a consequence, this volume is tutorial, following the tradition of the books based on the previous seminars in the series entitled: Networks and Chaos - Statistical and Probabilistic Aspects. Time Series Models in Econometrics, Finance and Other Fields. Stochastic Geometry: Likelihood and Computation. Complex Stochastic Systems. Extreme Values in Finance, Telecommunications and the Environment. Statistics of Spatio-temporal Systems. About 40 young scientists from 15 different nationalities mainly from European countries participated. More than half presented their recent work in short communications; an additional poster session was organized, all contributions being of high quality. The importance of stochastic differential equations as the modeling basis for phenomena ranging from finance to neurosciences has increased dramatically in recent years. Effective and well behaved statistical methods for these models are therefore of great interest. However the mathematical complexity of the involved objects raise theoretical but also computational challenges. The Séminaire and the present book present recent developments that address, on one hand, properties of the statistical structure of the corresponding models and,"--$cProvided by publisher.
504 $aIncludes bibliographical references and index.
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 $aSørensen, Michael.