Statistical Methods for Stochastic Differential Equations

Mathematics

• Stochastic Differential Equation 100%
• Statistical Method 100%
• Estimation Method 20%
• High-Frequency Data 20%
• Nonparametric Estimation 20%
• Estimating Function 20%
• Continuous Time 20%
• Research Trend 20%
• Parametric 20%

Keyphrases

• Simultaneous Jumps 25%
• Stochastic Differential Equations with Jumps 25%
• Multiscale Diffusions 25%
• Simulation Techniques 25%
• Book Cover 25%
• New Students 25%
• Asynchronous Sampling 25%
• Partially Observed Systems 25%
• Current Research Trends 25%