Inference for Diffusion Processes: With Applications in Life Sciences

Fuchs, Christiane

ISBN 10: 3642259685 / ISBN 13: 9783642259685

Published by U.S.A.: Springer, 2013

About this Item

**INTERNATIONAL EDITION** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments go through via USPS/UPS/DHL with tracking numbers. Great professional textbook selling experience and expedite shipping service. Seller Inventory # ABE-1469781686965

Bibliographic Details

Title: Inference for Diffusion Processes: With ...

Publisher: U.S.A.: Springer

Publication Date: 2013

Binding: Soft cover

Condition: New

Dust Jacket Condition: New

Edition: 1st Edition

About this title

Synopsis:

Diffusion processes are a promising instrument for realistically modelling the time-continuous evolution of phenomena not only in the natural sciences but also in finance and economics. Their mathematical theory, however, is challenging, and hence diffusion modelling is often carried out incorrectly, and the according statistical inference is considered almost exclusively by theoreticians. This book explains both topics in an illustrative way which also addresses practitioners. It provides a complete overview of the current state of research and presents important, novel insights. The theory is demonstrated using real data applications.

About the Author:

Christiane Fuchs received an MSc degree in Computational Mathematics from Brunel University West London in 2003 and a Diploma in Mathematics from the University of Hanover in 2005. In 2010 she completed her doctorate in Statistics at the Ludwig-Maximilians-Universität Munich.

After an interim research stay at the University of Warwick in 2010 she is currently a postdoctoral fellow at the Helmholtz Centre in Munich.