Inference for Diffusion Processes (Record no. 96817)

000 -LEADER
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 ## -
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-- txt
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-- computer
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-- rdamedia
338 ## -
-- online resource
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347 ## -
-- text file
-- PDF
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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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