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Hardcover Discretization of Processes Book

ISBN: 3642241263

ISBN13: 9783642241260

Discretization of Processes

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Format: Hardcover

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$169.99
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Book Overview

In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data. As statisticians are wont to say, "In God we trust; all others must bring data."

This book establishes the theory of how to go about estimating not just scalar parameters...

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