Stochastic processes and calculus = ...
Hassler, Uwe.

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  • Stochastic processes and calculus = an elementary introduction with applications /
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Stochastic processes and calculus/ by Uwe Hassler.
    其他題名: an elementary introduction with applications /
    作者: Hassler, Uwe.
    出版者: Cham :Springer International Publishing : : 2016.,
    面頁冊數: xviii, 391 p. :ill., digital ;24 cm.
    內容註: Introduction -- Part I Time Series Modeling -- Basic Concepts from Probability Theory -- Autoregressive Moving Average Processes (ARMA) -- Spectra of Stationary Processes -- Long Memory and Fractional Integration -- Processes with Autoregressive Conditional Heteroskedasticity (ARCH) -- Part II Stochastic Integrals -- Wiener Processes (WP) -- Riemann Integrals -- Stieltjes Integrals -- Ito Integrals -- Ito's Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis.
    Contained By: Springer eBooks
    標題: Game theory. -
    電子資源: http://dx.doi.org/10.1007/978-3-319-23428-1
    ISBN: 9783319234281$q(electronic bk.)
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W9277063 電子資源 11.線上閱覽_V 電子書 EB HB135 .H355 2016 一般使用(Normal) 在架 0
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