Inference for Diffusion Processes (Record no. 96817)
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000 -LEADER | |
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fixed length control field | 02899nam a22004695i 4500 |
001 - CONTROL NUMBER | |
control field | 978-3-642-25969-2 |
003 - CONTROL NUMBER IDENTIFIER | |
control field | DE-He213 |
005 - DATE AND TIME OF LATEST TRANSACTION | |
control field | 20140220082845.0 |
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
fixed length control field | cr nn 008mamaa |
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
fixed length control field | 130125s2013 gw | s |||| 0|eng d |
020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
International Standard Book Number | 9783642259692 |
-- | 978-3-642-25969-2 |
024 7# - OTHER STANDARD IDENTIFIER | |
Standard number or code | 10.1007/978-3-642-25969-2 |
Source of number or code | doi |
050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
Classification number | QA276-280 |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | PBT |
Source | bicssc |
072 #7 - SUBJECT CATEGORY CODE | |
Subject category code | MAT029000 |
Source | bisacsh |
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
Classification number | 519.5 |
Edition number | 23 |
100 1# - MAIN ENTRY--PERSONAL NAME | |
Personal name | Fuchs, Christiane. |
Relator term | author. |
245 10 - TITLE STATEMENT | |
Title | Inference for Diffusion Processes |
Medium | [electronic resource] : |
Remainder of title | With Applications in Life Sciences / |
Statement of responsibility, etc | by Christiane Fuchs. |
264 #1 - | |
-- | Berlin, Heidelberg : |
-- | Springer Berlin Heidelberg : |
-- | Imprint: Springer, |
-- | 2013. |
300 ## - PHYSICAL DESCRIPTION | |
Extent | XIX, 430 p. 93 illus., 49 illus. in color. |
Other physical details | online resource. |
336 ## - | |
-- | text |
-- | txt |
-- | rdacontent |
337 ## - | |
-- | computer |
-- | c |
-- | rdamedia |
338 ## - | |
-- | online resource |
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-- | rdacarrier |
347 ## - | |
-- | text file |
-- | |
-- | rda |
505 0# - FORMATTED CONTENTS NOTE | |
Formatted contents note | 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. |
520 ## - SUMMARY, ETC. | |
Summary, etc | 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. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistical methods. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Mathematical statistics. |
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Economics |
General subdivision | Statistics. |
650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistics. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistical Theory and Methods. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistics for Life Sciences, Medicine, Health Sciences. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Statistics for Business/Economics/Mathematical Finance/Insurance. |
650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
Topical term or geographic name as entry element | Biostatistics. |
710 2# - ADDED ENTRY--CORPORATE NAME | |
Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
773 0# - HOST ITEM ENTRY | |
Title | Springer eBooks |
776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
Display text | Printed edition: |
International Standard Book Number | 9783642259685 |
856 40 - ELECTRONIC LOCATION AND ACCESS | |
Uniform Resource Identifier | http://dx.doi.org/10.1007/978-3-642-25969-2 |
912 ## - | |
-- | ZDB-2-SMA |
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