Inference for Diffusion Processes

With Applications in Life Sciences

By: Christiane Fuchs

Write A Review

Paperback | 26 June 2015

At a Glance

Paperback
452 Pages

Dimensions(cm)
23.5 x 15.49 x 2.31

Paperback

$199.00

or 4 interest-free payments of $49.75 with

Ships in 5 to 7 business days

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.

Industry Reviews

From the reviews:

"The book under review is aimed at introducing both modelling and inference for diffusions and applying the statistical estimation of complex diffusion models to real data sets. It addresses to theoreticians (e.g., mathematicians and statisticians) as well as practitioners (e.g., bioinformaticians and biologists) with basic knowledge about deterministic differential equations, probability theory and statistics. ... the book under review is recommended to researchers with strong background through deterministic differential equations, probability theory and statistics." (Iris Burkholder, zbMATH, Vol. 1276, 2014)

Shipping

	Standard Shipping	Express Shipping
Metro postcodes:	$9.99	$14.95
Regional postcodes:	$9.99	$14.95
Rural postcodes:	$9.99	$14.95

Orders over $79.00 qualify for free shipping.

How to return your order

At Booktopia, we offer hassle-free returns in accordance with our returns policy. If you wish to return an item, please get in touch with Booktopia Customer Care.

Additional postage charges may be applicable.