Mykyta Yakovliev – författare

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1 produkter

1. 

   Parameter Estimation in Gaussian Models and Nonlinear Diffusions

   Selected Fractional, Tempered, and Mean-Reverting Models

   Av Yuliya Mishura, Kostiantyn Ralchenko m. fl.

   Inbunden, 2027

   1494 kr

   Kommande

   Statistical models with Gaussian noise and nonlinear mean-reverting dynamics arise naturally in quantitative finance, actuarial science, energy modeling, and many other applications. Their practical use requires reliable procedures for parameter estimation, while modifications to the noise …