Discretization of processes
Author:
Series:
Publisher:
Springer-Verlag Berlin Heidelberg
Pub. Date:
©2012
Language:
English
Description
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 about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics
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Contributors:
ISBN:
9783642241277
Staff View
Grouping Information
Grouped Work ID | 9617a50b-206b-4cb5-30b0-5f7a31b56379 |
---|---|
Grouping Title | discretization of processes |
Grouping Author | jean jacod |
Grouping Category | book |
Grouping Language | English (eng) |
Last Grouping Update | 2024-05-01 10:09:19AM |
Last Indexed | 2024-05-05 00:21:56AM |
Solr Fields
accelerated_reader_point_value
0
accelerated_reader_reading_level
0
auth_author2
Protter, Philip E.
author
Jacod, Jean
author2-role
Protter, Philip E
SpringerLink (Online Service)
SpringerLink (Online Service)
author_display
Jacod, Jean
available_at_ccu
CCU Electronic Resources
detailed_location_ccu
CCU Electronic Resources
display_description
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 about a proposed model, but also the underlying structure of the model itself. Classic statistical tools are used: the law of large numbers, and the central limit theorem. Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics
format_category_ccu
eBook
format_ccu
eBook
id
9617a50b-206b-4cb5-30b0-5f7a31b56379
isbn
9783642241277
itype_ccu
E-book
last_indexed
2024-05-05T06:21:56.253Z
lexile_score
-1
literary_form
Non Fiction
literary_form_full
Non Fiction
owning_library_ccu
Colorado Christian University Online
owning_location_ccu
CCU Electronic Resources
primary_isbn
9783642241277
publishDate
2012
publisher
Springer-Verlag Berlin Heidelberg
recordtype
grouped_work
series
Stochastic modelling and applied probability
series_with_volume
Stochastic modelling and applied probability|67
subject_facet
Analyse stochastique
MATHEMATICS -- Applied
MATHEMATICS -- Probability & Statistics -- General
Statistics
Stochastic analysis
MATHEMATICS -- Applied
MATHEMATICS -- Probability & Statistics -- General
Statistics
Stochastic analysis
title_display
Discretization of processes
title_full
Discretization of processes / Jean Jacod, Philip Protter
title_short
Discretization of processes
topic_facet
Analyse stochastique
Applied
General
MATHEMATICS
Probability & Statistics
Stochastic analysis
Applied
General
MATHEMATICS
Probability & Statistics
Stochastic analysis
Solr Details Tables
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