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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
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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