Parameter Estimation in Stochastic Differential Equations

Parameter Estimation in Stochastic Differential Equations by Jaya P. N. Bishwal.

Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields l...

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Bibliographic Details
Main Author: Bishwal, Jaya P. N. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Lecture Notes in Mathematics, 1923
Springer eBook Collection.
Subjects:
Mathematical analysis.
Analysis (Mathematics).
Probabilities.
Economics, Mathematical .
Statistics .
Numerical analysis.
Game theory.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • Continuous Sampling
  • Parametric Stochastic Differential Equations
  • Rates of Weak Convergence of Estimators in Homogeneous Diffusions
  • Large Deviations of Estimators in Homogeneous Diffusions
  • Local Asymptotic Mixed Normality for Nonhomogeneous Diffusions
  • Bayes and Sequential Estimation in Stochastic PDEs
  • Maximum Likelihood Estimation in Fractional Diffusions
  • Discrete Sampling
  • Approximate Maximum Likelihood Estimation in Nonhomogeneous Diffusions
  • Rates of Weak Convergence of Estimators in the Ornstein-Uhlenbeck Process
  • Local Asymptotic Normality for Discretely Observed Homogeneous Diffusions
  • Estimating Function for Discretely Observed Homogeneous Diffusions.

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