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Statistical methods for stochastic differential equations. Selected papers based on the presentations at the 7th séminaire Européen de statistiques on “Statistics for stochastic differential equations models”, La Manga del Mar Menor, Cartagena, Spain, May 7–12, 2007. (English) Zbl 1246.60005
Monographs on Statistics and Applied Probability 124. Boca Raton, FL: CRC Press (ISBN 978-1-4398-4940-8/hbk; 978-1-4398-4976-7/ebook). xxiv, 483 p. (2012).

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The articles of this volume will be reviewed individually. For the preceding séminaire see Zbl 1099.62500.
Indexed articles:
Sørensen, Michael, Estimating functions for diffusion-type processes, 1-107 [Zbl 1375.60124]
Mykland, Per A.; Zhang, Lan, The econometrics of high-frequency data, 109-190 [Zbl 1375.62023]
Jacod, Jean, Statistics and high-frequency data, 191-310 [Zbl 1375.62025]
Papaspiliopoulos, Omiros; Roberts, Gareth, Importance sampling techniques for estimation of diffusion models, 311-340 [Zbl 1272.65012]
Comte, Fabienne; Genon-Catalot, Valentine; Rozenholc, Yves, Non-parametric estimation of the coefficients of ergodic diffusion processes based on high-frequency data, 341-381 [Zbl 1375.62021]
Brockwell, Peter J.; Lindner, Alexander, Ornstein-Uhlenbeck related models driven by Lévy processes, 383-427 [Zbl 1285.60080]
Pavliotis, Grigorios A.; Pokern, Yvo; Stuart, Andrew M., Parameter estimation for multiscale diffusions: an overview, 429-472 [Zbl 1375.62022]

MSC:
60-06 Proceedings, conferences, collections, etc. pertaining to probability theory
62-06 Proceedings, conferences, collections, etc. pertaining to statistics
60Gxx Stochastic processes
60Hxx Stochastic analysis
60Jxx Markov processes
62Mxx Inference from stochastic processes
00B25 Proceedings of conferences of miscellaneous specific interest
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