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Parameter estimation in stochastic differential equations

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Cover of 'Parameter estimation in stochastic differential equations'

Table of Contents

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    Book Overview
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    Chapter 1 Parametric Stochastic Differential Equations
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    Chapter 2 Rates of Weak Convergence of Estimators in Homogeneous Diffusions
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    Chapter 3 Large Deviations of Estimators in Homogeneous Diffusions
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    Chapter 4 Local Asymptotic Mixed Normality for Nonhomogeneous Diffusions
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    Chapter 5 Bayes and Sequential Estimation in Stochastic PDEs
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    Chapter 6 Maximum Likelihood Estimation in Fractional Diffusions
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    Chapter 7 Approximate Maximum Likelihood Estimation in Nonhomogeneous Diffusions
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    Chapter 8 Rates of Weak Convergence of Estimators in the Ornstein-Uhlenbeck Process
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    Chapter 9 Local Asymptotic Normality for Discretely Observed Homogeneous Diffusions
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    Chapter 10 Estimating Function for Discretely Observed Homogeneous Diffusions
Attention for Chapter 5: Bayes and Sequential Estimation in Stochastic PDEs
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Chapter title
Bayes and Sequential Estimation in Stochastic PDEs
Chapter number 5
Book title
Parameter Estimation in Stochastic Differential Equations
Published by
Springer, Berlin, Heidelberg, January 2008
DOI 10.1007/978-3-540-74448-1_5
Book ISBNs
978-3-54-074447-4, 978-3-54-074448-1
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