MARC details
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ocn191470143 |
| 003 - CONTROL NUMBER IDENTIFIER |
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OCoLC |
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20250703131523.0 |
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m o d |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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cr cn||||||||| |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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080128s2008 gw ob 001 0 eng d |
| 040 ## - CATALOGING SOURCE |
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GW5XE |
| Language of cataloging |
eng |
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pn |
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GW5XE |
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SPLNM |
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OCLCQ |
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| 016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER |
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| Record control number |
985961147 |
| Source |
DE-101 |
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173807134 |
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| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783540744481 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
3540744487 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
3540744479 |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9783540744474 |
| 024 7# - OTHER STANDARD IDENTIFIER |
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| Standard number or code |
10.1007/978-3-540-74448-1 |
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doi |
| 029 1# - (OCLC) |
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AU@ |
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000042639052 |
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AU@ |
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194107620 |
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har070111170 |
| 035 ## - SYSTEM CONTROL NUMBER |
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| System control number |
(OCoLC)191470143 |
| Canceled/invalid control number |
(OCoLC)173807134 |
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(OCoLC)179772209 |
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(OCoLC)1112542330 |
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(OCoLC)1147974564 |
| 037 ## - SOURCE OF ACQUISITION |
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| Stock number |
978-3-540-74447-4 |
| Source of stock number/acquisition |
Springer |
| Note |
http://www.springerlink.com |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
QA276.8 |
| Item number |
.B57 2008eb |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
PBK |
| Source |
bicssc |
| 072 #7 - SUBJECT CATEGORY CODE |
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| Subject category code |
MAT034000 |
| Source |
bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519.544 |
| Edition number |
22 |
| 049 ## - LOCAL HOLDINGS (OCLC) |
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| Holding library |
MAIN |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
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| Personal name |
Bishwal, Jaya P. N. |
| 9 (RLIN) |
70858 |
| 245 10 - TITLE STATEMENT |
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| Title |
Parameter estimation in stochastic differential equations / |
| Statement of responsibility, etc. |
Jaya P.N. Bishwal. |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) |
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| Place of publication, distribution, etc. |
Berlin : |
| Name of publisher, distributor, etc. |
Springer, |
| Date of publication, distribution, etc. |
©2008. |
| 300 ## - PHYSICAL DESCRIPTION |
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| Extent |
1 online resource (xi, 264 pages) |
| 336 ## - CONTENT TYPE |
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| Content type term |
text |
| Content type code |
txt |
| Source |
rdacontent |
| 337 ## - MEDIA TYPE |
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| Media type term |
computer |
| Media type code |
c |
| Source |
rdamedia |
| 338 ## - CARRIER TYPE |
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| Carrier type term |
online resource |
| Carrier type code |
cr |
| Source |
rdacarrier |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| File type |
text file |
| 347 ## - DIGITAL FILE CHARACTERISTICS |
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| Encoding format |
PDF |
| 490 1# - SERIES STATEMENT |
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| Series statement |
Lecture notes in mathematics, |
| International Standard Serial Number |
0075-8434 ; |
| Volume/sequential designation |
1923 |
| 504 ## - BIBLIOGRAPHY, ETC. NOTE |
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| Bibliography, etc |
Includes bibliographical references and index. |
| 505 0# - FORMATTED CONTENTS NOTE |
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| Formatted contents note |
Rates of weak convergence of estimators in homogeneous diffusions -- Large deviations of estimators in homogeneous diffusions -- Local asymptotic mixed normality for nonhomogeneous diffusions -- Bayes and sequential estimation in stochastic PDEs -- Maximum likelihood estimation in fractional diffusions -- Approximate maximum likelihood estimation in nonhomogeneous diffusions -- Rates of weak convergence estimators in the Ornstein-Uhlenbeck process -- Local asymptotic normality for discretely observed homogeneous diffusions -- Estimations function for discretely observed homogeneous diffusions. |
| 588 0# - SOURCE OF DESCRIPTION NOTE |
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| Source of description note |
Print version record. |
| 520 ## - SUMMARY, ETC. |
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| Summary, etc. |
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume. |
| 546 ## - LANGUAGE NOTE |
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| Language note |
English. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
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| Topical term or geographic name as entry element |
Parameter estimation. |
| 9 (RLIN) |
20070 |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic differential equations. |
| 9 (RLIN) |
70831 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Estimation d'un paramètre. |
| 9 (RLIN) |
20072 |
| 650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Équations différentielles stochastiques. |
| 9 (RLIN) |
70832 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Estimación estadística |
| Source of heading or term |
embne |
| 9 (RLIN) |
973618 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Ecuaciones diferenciales |
| Source of heading or term |
embne |
| 9 (RLIN) |
973550 |
| 650 07 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Ecuaciones diferenciales estocásticas |
| Source of heading or term |
embucm |
| 9 (RLIN) |
973617 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Parameter estimation |
| Source of heading or term |
fast |
| 9 (RLIN) |
20070 |
| 650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Stochastic differential equations |
| Source of heading or term |
fast |
| 9 (RLIN) |
70831 |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer e-books |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Relationship information |
Print version: |
| Main entry heading |
Bishwal, Jaya P.N. |
| Title |
Parameter estimation in stochastic differential equations. |
| Place, publisher, and date of publication |
Berlin ; New York : Springer, ©2008 |
| International Standard Book Number |
3540744479 |
| Record control number |
(DLC) 2007933500 |
| -- |
(OCoLC)181028698 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE |
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| Uniform title |
Lecture notes in mathematics (Springer-Verlag) ; |
| Volume number/sequential designation |
1923. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
<a href="https://link-springer-com.libraryproxy.ist.ac.at/10.1007/978-3-540-74448-1">https://link-springer-com.libraryproxy.ist.ac.at/10.1007/978-3-540-74448-1</a> |
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Baker & Taylor |
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YBP Library Services |
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