Simulation and inference for stochastic differential equations [electronic resource] : with R examples / 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
Online Access: Full Text (via Springer)
Main Author: Iacus, Stefano M. (Stefano Maria)
Format: Electronic eBook
Language:English
Published: New York, N.Y. : Springer, ©2008.
Series:Springer series in statistics.
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Call Number: QA274.23 .I23 2008
QA274.23 .I23 2008 Available