Iacus, Stefano M.

Simulation and inference for stochastic differential equations with r examples / [electronic resource] : by Stefano M. Iacus. - New York, NY : Springer-Verlag New York, 2008. - xviii, 284 p. : ill., digital ; 25 cm. - Springer series in statistics, 1 0172-7397 ; .

9780387758398 (electronic bk.) 9780387758381 (paper)


Stochastic differential equations.
Statistics.
Econometrics.

QA274.23 / .I23 2008

519.2