Stochastic Processes and Calculus : an Elementary Introduction with Applications / by Uwe Hassler [electronic resource]
Material type: Computer fileSeries: Springer texts in business and economicsPublication details: Cham, Switzerland : Springer International Publishing, 2016Edition: First editionDescription: 1 online resource (xviii, 391 pages) : illustrationsISBN:- 9783319234281 (E-book)
- HB 135 H37S 2016
Contents:
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{8217}s Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis
Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds | |
---|---|---|---|---|---|---|---|---|---|
E-Book | SPU Library, Bangkok (Main Campus) | Electronic Resources | On Display | HB 135 H37S 2016 (Browse shelf(Opens below)) | Available | 9783319234281 |
Total holds: 0
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HB 135 B34M 1996 Mathematical economics | HB 135 B34M 2005 Mathematical economics / | HB 135 C44F 2005 Fundamental methods of mathematical economics | HB 135 H37S 2016 Stochastic Processes and Calculus : an Elementary Introduction with Applications / | HB 135 S92M 1995 Mathematics for economic analysis | HB 135 S92M 1995 Mathematics for economic analysis | HB 137 ก412ส 2538 สถิติสำหรับเศรษฐศาสตร์และธุรกิจ / |
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{8217}s Lemma -- Part III Applications -- Stochastic Differential Equations (SDE) -- Interest Rate Models -- Asymptotics of Integrated Processes -- Trends, Integration Tests and Nonsense Regressions -- Cointegration Analysis
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