Statistical Inference for Fractional Diffusion Processes こちらもおすすめ

Change of Time and Change of Measure Change of Time and Change of Measure
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Monte-Carlo Methods and Stochastic Processes Monte-Carlo Methods and Stochastic Processes
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Random Summation Random Summation
2020年
Stochastic PDEs and Modelling of Multiscale Complex System Stochastic PDEs and Modelling of Multiscale Complex System
2019年
Sojourns And Extremes of Stochastic Processes Sojourns And Extremes of Stochastic Processes
2017年
Limit Theorems For Nonlinear Cointegrating Regression Limit Theorems For Nonlinear Cointegrating Regression
2015年
Theory and Statistical Applications of Stochastic Processes Theory and Statistical Applications of Stochastic Processes
2017年
INFORM INTRO STOCH CAL (2ND ED) INFORM INTRO STOCH CAL (2ND ED)
2021年
Diffusion Processes, Jump Processes, and Stochastic Differential Equations Diffusion Processes, Jump Processes, and Stochastic Differential Equations
2022年
Fractional Calculus: Models And Numerical Methods (Second Edition) Fractional Calculus: Models And Numerical Methods (Second Edition)
2016年
Beyond the Triangle Beyond the Triangle
2018年
Nonlinear Filtering and Smoothing Nonlinear Filtering and Smoothing
2013年
Discrete Time Branching Processes in Random Environment Discrete Time Branching Processes in Random Environment
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Large Sample Methods in Statistics (1994) Large Sample Methods in Statistics (1994)
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Statistical Portfolio Estimation Statistical Portfolio Estimation
2017年