Simulation and Inference for Stochastic Differential Equations With R Examples / by Stefano M. Iacus.

This book is unique because of its focus on the practical implementation of the simulation and estimation methods presented. The book will be useful to practitioners and students with only a minimal mathematical background because of the many R programs, and to more mathematically-educated practitio...

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Bibliographic Details
Main Author: Iacus, Stefano M. (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: New York, NY : Springer New York : Imprint: Springer, 2008.
Edition:1st ed. 2008.
Series:Springer Series in Statistics,
Springer eBook Collection.
Subjects:
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.