000			02899nam a22004695i 4500
001			978-3-642-25969-2
003			DE-He213
005			20140220082845.0
007			cr nn 008mamaa
008			130125s2013 gw | s |||| 0|eng d
020			_a9783642259692 _9978-3-642-25969-2
024	7		_a10.1007/978-3-642-25969-2 _2doi
050		4	_aQA276-280
072		7	_aPBT _2bicssc
072		7	_aMAT029000 _2bisacsh
082	0	4	_a519.5 _223
100	1		_aFuchs, Christiane. _eauthor.
245	1	0	_aInference for Diffusion Processes _h[electronic resource] : _bWith Applications in Life Sciences / _cby Christiane Fuchs.
264		1	_aBerlin, Heidelberg : _bSpringer Berlin Heidelberg : _bImprint: Springer, _c2013.
300			_aXIX, 430 p. 93 illus., 49 illus. in color. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_aIntroduction -- 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			_aDiffusion 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	_aStatistics.
650		0	_aStatistical methods.
650		0	_aMathematical statistics.
650		0	_aEconomics _xStatistics.
650	1	4	_aStatistics.
650	2	4	_aStatistical Theory and Methods.
650	2	4	_aStatistics for Life Sciences, Medicine, Health Sciences.
650	2	4	_aStatistics for Business/Economics/Mathematical Finance/Insurance.
650	2	4	_aBiostatistics.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783642259685
856	4	0	_uhttp://dx.doi.org/10.1007/978-3-642-25969-2
912			_aZDB-2-SMA
999			_c96817 _d96817