【预订】Parameter Estimation in Stochastic Volatility Models 978 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783031038600 Author 作者 Jaya P. N. Bishwal Format 版本 精装 Pages Number 页数 628页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2022-06-20 Language 语种 其它(含多语) Book Contents 内容简介 This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inference results like confidence interval, as well as nontraditional continuous time stochastic volatility models driven
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【预订】Parameter Estimation in Reliability and Life Span Models 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780367403348 Author 作者 A Clifford Cohen Format 版本 平装-胶订 Publisher 出版社 CRC Press Publication Date 出版日期 2019-09-27 Language 语种 英语
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【预订】Parameter Estimation in Fractional Diffusion Models 9783 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783319890319 Author 作者 Kubilius Kę Format 版本 平装-胶订 Pages Number 页数 390页 Publisher 出版社 Springer Publication Date 出版日期 1800-01-01 Language 语种 英语
¥1460
【预订】Parameter Estimation For Scientists And Engineers 美国库房发货,通常付款后3-5周到货!
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【预订】Parameter Estimation and Hypothesis Testing in Linear Mo 美国库房发货,通常付款后3-5周到货!
¥608.00
【预订】Parameter Estimation of Nonlinear Random Medium by Scatt 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9789819958399 Author 作者 Khulbe Manisha Format 版本 精装 Pages Number 页数 223页 Publisher 出版社 Springer Publication Date 出版日期 1800-01-01 Language 语种 其它(含多语)
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【预订】Parameter Estimation and Hypothesis Testing in Linear Mo 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783540652571 Author 作者 Koch Format 版本 精装 Pages Number 页数 334页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 1999-04-01 Language 语种 英语 Book Contents 内容简介 The necessity to publish the second edition of this book arose when its third German edition had just been published. This second English edition is there? fore a translation of the third German edition of Parameter Estimation and Hypothesis Testing in Linear Models, published in 1997. It differs from the first English edition by the addition of a new chapter on robust estimation of parameters and the deletion of the section on discriminant analysis, which has been more completely dealt with by the author in the book Bayesian In? ference with Geodetic Applications, Springer-Verlag, Berlin Heidelberg New York, 1990. Smaller additions and deletions have been incorporated, to im?
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【预订】Parameter Estimation in Fractional Diffusion Models 9783 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783319710297 Author 作者 Kubilius Format 版本 精装 Pages Number 页数 390页 Publication Date 出版日期 2018-02-01 Product Dimensions 商品尺寸 9.2 x 6.1 x 0.9 cm Shipping Weight 商品重量 777g Language 语种 英语 Book Contents 内容简介 This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy.?The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is “white,” i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-ter
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【预订】Parameter Estimation, Condition Monitoring, and 美国库房发货,通常付款后3-5周到货!
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【预订】Parameter Estimation of Michaelis-Menten Kinetics 美国库房发货,通常付款后3-5周到货!
¥896.00
【预订】Parameter Estimation in Stochastic Volatility Models 978 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783031038631 Author 作者 Jaya P. N. Bishwal Format 版本 平装-胶订 Pages Number 页数 613页 Publisher 出版社 Springer International Publishing Publication Date 出版日期 2023-08-07 Product Dimensions 商品尺寸 9.21 x 6.14 x 1.30 Shipping Weight 商品重量 1.96磅 Language 语种 其它(含多语) Book Contents 内容简介 This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inferenc
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¥922.25
【预订】Parameter Estimation in Reliability and Life Span 美国库房发货,通常付款后3-5周到货!
¥2110
【预订】Parameter Estimation in Stochastic Differential Equation 国外库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9783540744474 Author 作者 Jaya P. N. Bishwal Format 版本 平装-胶订 Pages Number 页数 268页 Publisher 出版社 Springer Berlin Heidelberg Publication Date 出版日期 2007-10-12 Shipping Weight 商品重量 890g Language 语种 英语 Book Contents 内容简介 Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data
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¥1645
【预售 按需印刷】Parameter estimation of Michaelis-Menten
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【预售 按需印刷】Parameter Estimation for PDEs using Stoch 北京发货,付款后10天内发货
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3-6周达 Parameter Estimation of Nonlinear Random Medium by Sca 【全球购】进口原版图书,预计3-6周左右到国内
¥1427
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预订 Parameter Estimation of Michaelis-Menten Kinetics [ISBN:9 【全球购】进口原版图书,一般5-8周左右到国内
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海外直订Parameter Estimation in Stochastic Volatility Models 随机波
¥1465
3-6周达 Parameter Estimation in Fractional Diffusion Models 97 【全球购】进口原版图书,约3-6周到达国内后发出
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预订 Parameter Estimation in Stochastic Differential Equations 【全球购】进口原版图书,约3-6周到达国内后发出
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海外直订Parameter Estimation in Reliability and Life Span Models
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海外直订Parameter Estimation in Reliability and Life Span Models
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按需印刷Parameter Estimation for Animal Populations 预订,预计下单后2-3周左右发货!
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海外直订Parameter Estimation, Condition Monitoring, and Diagnosi
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3-6周达 Parameter Estimation in Fractional Diffusion Models 97 【全球购】进口原版图书,约3-6周到达国内后发出
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预订 Parameter Estimation of a Tactical Missile Using Linear R 【全球购】进口原版图书,约3-6周到达国内后发出
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海外直订Parameter Estimation in Stochastic Differential Equation
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3-6周达 Parameter Estimation Using Pilot Points and Hydraulic 【全球购】进口原版图书,一般3-6周左右到国内后发出
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海外直订Parameter Estimation and Hypothesis Testing in Linear Mo
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3-6周达 Parameter Estimation in Stochastic Volatility Models 9 【全球购】进口原版图书,约3-6周到达国内后发出
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海外直订Parameter Estimation for Animal Populations 动物种群参数估计
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海外直订Parameter Estimation and Hypothesis Testing in Spectral
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【预订】Applied Parameter Estimation for Chemical Engineers 9780 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780367398026 Author 作者 Peter Englezos and Nicolas Kalogerakis Format 版本 平装-胶订 Pages Number 页数 460页 Publisher 出版社 CRC Press Publication Date 出版日期 2019-08-30 Language 语种 英语 Book Contents 内容简介 This book determines adjustable parameters in mathematical models that describe steady state or dynamic systems, presenting the most important optimization methods used for parameter estimation. It focuses on the Gauss-Newton method and its modifications for systems and processes represented by algebraic or differential equation models.
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【预订】Kinetic Parameter Estimation in Prepackaged Foods Subjec 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780530001975 Author 作者 Welt Format 版本 精装 Pages Number 页数 226页 Publisher 出版社 Dissertation Discovery Company Publication Date 出版日期 1800-01-01 Product Dimensions 商品尺寸 11 x 8.5 x 0.5 cm Shipping Weight 商品重量 1800g Language 语种 英语
¥1480
预订Applied Parameter Estimation for Chemical Engineers [ISBN: 【全球购】进口原版图书,一般5-8周左右到国内
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预售 按需印刷Parameter estimation using Pilot Points and 北京发货,付款后10天内发货
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【预订】Applied Parameter Estimation for Chemical Engineers 美国库房发货,通常付款后3-5周到货!
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【预订】Kinetic Parameter Estimation in Prepackaged Foods Subjec 美国库房发货,通常付款后3-5周到货!
Product Details 基本信息 ISBN-13 书号 9780530001968 Author 作者 Welt Format 版本 平装-胶订 Pages Number 页数 226页 Publisher 出版社 Dissertation Discovery Company Publication Date 出版日期 1800-01-01 Product Dimensions 商品尺寸 11 x 8.5 x 0.4 cm Shipping Weight 商品重量 1180g Language 语种 英语
¥1166
【3-6周达】Parameter Estimation for PDEs using Stochastic Method 【全球购】进口原版图书,预计3-6周左右到国内
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【预售 按需印刷】Kinetic Parameter Estimation in Prepackag 北京发货,付款后10天内发货
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预售 按需印刷 Parameter Estimation for Animal Population 北京发货,付款后10天内发货
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3-6周达 Model Based Parameter Estimation: Theory and Applicati 【全球购】进口原版图书,一般3-6周左右到国内后发出
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海外直订Entropy-Based Parameter Estimation in Hydrology 基于熵的水文参数
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预订 Physically based parameter estimation methods for hydrolo 【全球购】进口原版图书,一般5-8周左右到国内
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3-6周达 Capture-Recapture: Parameter Estimation for Open Anima 【全球购】进口原版图书,预计3-6周左右到国内
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