Simulation and Inference for Stochastic Differential Equations: With R Examples (Hardback)
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Lieferung aus: Deutschland, Versandkostenfrei.
buecher.de GmbH & Co. KG, [1].
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 practitioners.Many of the methods presented in the book have not been used much in practice because the lack of an implementation in a unified framework. This book fills the gap.With the R code included in this book, a lot of useful methods become easy to use for practitioners and students. An R package called "sde" provides functions with easy interfaces ready to be used on empirical data from real life applications. Although it contains a wide range of results, the book has an introductory character and necessarily does not cover the whole spectrum of simulation and inference for general stochastic differential equations.The book is organized into four chapters. The first one introduces the subject and presents several classes of processes used in many fields of mathematics, computational biology, finance and the social sciences. The second chapter is devoted to simulation schemes and covers new methods not available in other publications. The third one focuses on parametric estimation techniques. In particular, it includes exact likelihood inference, approximated and pseudo-likelihood methods, estimating functions, generalized method of moments, and other techniques. The last chapter contains miscellaneous topics like nonparametric estimation, model identification and change point estimation. The reader who is not an expert in the R language will find a concise introduction to this environment focused on the subject of the book. A documentation page is available at the end of the book for each R function presented in the book.2008. xviii, 286 S.Versandfertig in 3-5 Tagen, Hardcover.

Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, NDS, Germany.
This item is printed on demand - Print on Demand Titel. Neuware - 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 because of the many R programs, probably also to many mathematically well educated practitioners.Many of the methods presented in the book have, so far, not been used much in practice because the lack of an implementation in a unified framework. This book fills the gap. With the R code included in this book, a lot of useful methods become easy to use for practitioners and students. An R package called 'sde' provides functionswith easy interfaces ready to be used on empirical data from real life applications.Although it contains a wide range of results, the book has an introductory character and necessarily does not cover the whole spectrum of simulation and inference for general stochastic differential equations.The book is organized in four chapters. The first one introduces the subject and presents several classes of processes used in many fields of mathematics, computational biology, finance and the social sciences. The second chapter is devoted to simulation schemes and covers new methods not available in other milestones publication known so far. The third one is focused on parametric estimation techniques. In particular, it includes exact likelihood inference, approximated and pseudo-likelihood methods, estimating functions, generalized method of moments and other techniques. The last chapter contains miscellaneous topics like nonparametric estimation, model identification and change point estimation.The reader non-expert in R language, will find a concise introduction to this environment focused on the subject of the book which should allow for instant use of the proposed material. To each R functions presented in the book a documentation page is available at the end of the book. 304 pp. Englisch.

Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Free shipping.
Von Händler/Antiquariat, Book Depository International [58762574], London, United Kingdom.
Language: English. Brand new Book. This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What's more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too. Books.

Lieferung aus: Vereinigtes Königreich Großbritannien und Nordirland, Free shipping.
Von Händler/Antiquariat, Book Depository hard to find [63688905], London, United Kingdom.
Language: English. Brand new Book. This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What's more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too. Books.

Lieferung aus: Vereinigte Staaten von Amerika, Free shipping.
Von Händler/Antiquariat, Books Unplugged [74050220], Freeport, NY, U.S.A.
Independent family-run bookstore for over 50 years! Buy with confidence! Book is in acceptable condition with wear to the pages, binding, and some marks within, Books.

Von Händler/Antiquariat, AHA-BUCH GmbH [51283250], Einbeck, Germany.
Druck auf Anfrage Neuware - This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What's more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too. 304 pp. Englisch, Books.

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Von Händler/Antiquariat, Lighthouse Distribution.
This book covers a highly relevant and timely topic that is of wide interest, especially in finance, engineering and computational biology. The introductory material on simulation and stochastic differential equation is very accessible and will prove popular with many readers. While there are several recent texts available that cover stochastic differential equations, the concentration here on inference makes this book stand out. No other direct competitors are known to date. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners and students with minimal mathematical background. What’s more, because of the many R programs, the information here is appropriate for many mathematically well educated practitioners, too., Hardcover, Ausgabe: 2008, Label: Springer, Springer, Produktgruppe: Book, Publiziert: 2008-05-26, Studio: Springer, Verkaufsrang: 867017.

Von Händler/Antiquariat, V-King [81553397], Slough, United Kingdom.
This item is printed on demand, Books.