Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics) - Hardcover

Rao, B. L. S. Prakasa

Hardcover

ISBN 10: 034074149X ISBN 13: 9780340741498

Publisher: Hodder Education Publishers, 1999

Synopsis

Statistical inference for stochastic processes is of great importance from the theoretical as well as from an applications point of view in model building. Among the more widely used continuous time processes for stochastic modeling, diffusion type processes have been studied for more than 20 years. This book is a synthesis of those twenty years of research and application and aims to bring together several methods of estimation of...

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From the Back Cover

Decision making in all spheres of activity involves uncertainty. If rational decisions have to be made, they have to be based on the past observations of the phenomenon in question. Data collection, model building and inference from the data collected, validation of the model and refinement of the model are the key steps or building blocks involved in any rational decision making process. Stochastic processes are...

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About the Author

B.L.S. Prakasa Rao is a Professor at the Indian Statistics Institute, New Delhi, India.

Edition details

• Publisher: Hodder Education Publishers
• Publication date: 1999
• ISBN 10: 034074149X
• ISBN 13: 9780340741498
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 368