Parameter Estimation in Gaussian Models and Nonlinear Diffusions: Selected Fractional, Tempered, and Mean-Reverting Models - Yuliya Mishura - Books - Taylor & Francis Ltd - 9781041389255 - August 11, 2027
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Yuliya Mishura
Parameter Estimation in Gaussian Models and Nonlinear Diffusions: Selected Fractional, Tempered, and Mean-Reverting Models

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Expected delivery Aug 19 - 24, 2027
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Statistical models with Gaussian noise and nonlinear mean-reverting dynamics arise naturally in quantitative finance, actuarial science, energy modeling, and many other applications.

Media Books     Hardcover Book   (Book with hard spine and cover)
To be released August 11, 2027
ISBN13 9781041389255
Publishers Taylor & Francis Ltd
Pages 328
Dimensions 150 × 220 × 20 mm   ·   525 g   (Weight (estimated))

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