Inference for Diffusion Processes: With Applications in Life Sciences - Brossura

Fuchs, Christiane

 
9783642430176: Inference for Diffusion Processes: With Applications in Life Sciences

Sinossi

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Informazioni sull'autore

Christiane Fuchs received an MSc degree in Computational Mathematics from Brunel University West London in 2003 and a Diploma in Mathematics from the University of Hanover in 2005. In 2010 she completed her doctorate in Statistics at the Ludwig-Maximilians-Universität Munich.

After an interim research stay at the University of Warwick in 2010 she is currently a postdoctoral fellow at the Helmholtz Centre in Munich.

Dalla quarta di copertina

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9783642259685: Inference for Diffusion Processes: With Applications in Life Sciences

Edizione in evidenza

ISBN 10:  3642259685 ISBN 13:  9783642259685
Casa editrice: Springer Nature, 2013
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