Statistical Inference for Financial Engineering by Masanobu Taniguchi, Tomoyuki Amano, Hiroaki Ogata, Hiroyuki Taniai.

This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear...

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Bibliographic Details
Main Authors: Taniguchi, Masanobu (Author), Amano, Tomoyuki (Author), Ogata, Hiroaki (Author), Taniai, Hiroyuki (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
Edition:1st ed. 2014.
Series:SpringerBriefs in Statistics,
Springer eBook Collection.
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Online Access:Click to view e-book
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