Statistical Inference for Stochastic Processes An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems
Title:
Statistical Inference for Stochastic Processes An International Journal devoted to Time Series Analysis and the Statistics of Continuous Time Processes and Dynamical Systems
Publication Information New:
Dordrecht : Springer Netherlands : Imprint: Springer.
Physical Description:
online resource.
Abstract:
Statistical Inference for Stochastic Processes aims to publish high quality papers devoted to inference in either discrete or continuous time stochastic processes. This includes topics such as ARMA processes, GARCH processes and other time series models, as well as diffusion type processes, point processes, random fields and Markov processes. Papers related to spatial models and empirical processes are also within the scope of the journal. Special focus is placed on methodological advances and sound theoretical results, but submissions that expose potential applications of the developed theory to finance, insurance, economics, biology, physics and engineering are very much encouraged. Officially cited as: Stat Inference Stoch Process .
Electronic Access:
Full Text Available From SpringerLink Journals
Language:
English