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Inference for Diffusion Processes : With Applications in Life Sciences / by Christiane Fuchs
版 | 1st ed. 2013. |
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出版者 | Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer |
出版年 | 2013 |
本文言語 | 英語 |
大きさ | XIX, 430 p : online resource |
著者標目 | *Fuchs, Christiane author SpringerLink (Online service) |
件 名 | LCSH:Statistics LCSH:Biometry FREE:Statistical Theory and Methods FREE:Biostatistics FREE:Statistics in Business, Management, Economics, Finance, Insurance |
一般注記 | Introduction -- Stochastic Modelling in Life Sciences -- Stochastic Differential Equations and Diffusions in a Nutshell -- Approximation of Markov Jump Processes by Diffusions -- Diffusion Models in Life Sciences -- Parametric Inference for Discretely-observed Diffusions -- Bayesian Inference for Diffusions with Low-frequency Observations -- Application I: Spread of Influenza -- Application II: Analysis of Molecular Binding -- Conclusion and Outlook -- Benchmark Models -- Miscellaneous -- Supplementary Material for Application I -- Supplementary Material for Application II -- Notation -- References 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 HTTP:URL=https://doi.org/10.1007/978-3-642-25969-2 |
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電子ブック | 配架場所 | 資料種別 | 巻 次 | 請求記号 | 状 態 | 予約 | コメント | ISBN | 刷 年 | 利用注記 | 指定図書 | 登録番号 |
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電子ブック | オンライン | 電子ブック |
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Springer eBooks | 9783642259692 |
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EB00233656 |
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