Optimal Statistical Inference in Financial Engineering

Optimal Statistical Inference in Financial Engineering

Auteur: Masanobu Taniguchi, Junichi Hirukawa, Kenichiro Tamaki
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2007
ISBN: 9780367832094

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Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des

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