Simulation and inference for stochastic differential equations : with R examples /

"This book is very different from any other publication in the field and it is unique because of its focus on the practical implementation of the simulation and estimation methods presented. The book should be useful to practitioners and students with minimal mathematical background, but becaus...

Full description

Saved in:
Bibliographic Details
Main Author: Iacus, Stefano M. (Stefano Maria)
Format: Book
Language:English
Published: New York, N. Y. : Springer, ©2008.
Series:Springer series in statistics
Subjects:

University of Minnesota

Holdings details from University of Minnesota
Call Number: QA274.23 .I23 2008