Recomienda este artículo a tus amigos:
Parameter Estimation in Gaussian Models and Nonlinear Diffusions: Selected Fractional, Tempered, and Mean-Reverting Models Yuliya Mishura
Parameter Estimation in Gaussian Models and Nonlinear Diffusions: Selected Fractional, Tempered, and Mean-Reverting Models
Yuliya Mishura
Statistical models with Gaussian noise and nonlinear mean-reverting dynamics arise naturally in quantitative finance, actuarial science, energy modeling, and many other applications.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Pendiente de lanzamiento | 11 de agosto de 2027 |
| ISBN13 | 9781041389255 |
| Editores | Taylor & Francis Ltd |
| Páginas | 328 |
| Dimensiones | 150 × 220 × 20 mm · 525 g (Peso (estimado)) |