书目名称 | Inference for Diffusion Processes |
副标题 | With Applications in |
编辑 | Christiane Fuchs |
视频video | |
概述 | Explicit instructions for diffusion modelling enable practitioners to apply this powerful class of processes.Both stochastic modelling and statistical inference for diffusion processes are comprehensi |
图书封面 |  |
描述 | .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.. |
出版日期 | Book 2013 |
关键词 | Bayesian inference; diffusion approximations; epidemic modelling; fluorescence recovery after photoblea |
版次 | 1 |
doi | https://doi.org/10.1007/978-3-642-25969-2 |
isbn_softcover | 978-3-642-43017-6 |
isbn_ebook | 978-3-642-25969-2 |
copyright | Springer-Verlag Berlin Heidelberg 2013 |