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Simulation and Inference for Stochastic Differential Equations, Stefano M. Iacus


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Цена: 121110.00T
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Автор: Stefano M. Iacus
Название:  Simulation and Inference for Stochastic Differential Equations
ISBN: 9781441926074
Издательство: Springer
Классификация:







ISBN-10: 1441926070
Обложка/Формат: Paperback
Страницы: 286
Вес: 0.43 кг.
Дата издания: 2008
Серия: Springer Series in Statistics
Язык: English
Издание: Softcover reprint of
Иллюстрации: Biography
Размер: 156 x 233 x 22
Читательская аудитория: Professional & vocational
Подзаголовок: With r examples
Ссылка на Издательство: Link
Рейтинг:
Поставляется из: Германии
Описание: This book covers a highly relevant topic that is of wide interest, especially in finance, engineering and computational biology. With an emphasis on the practical implementation of the simulation and estimation methods presented, the text will be useful to practitioners with minimal mathematical background.

Explanation in Causal Inference

Автор: VanderWeele Tyler
Название: Explanation in Causal Inference
ISBN: 0199325871 ISBN-13(EAN): 9780199325870
Издательство: Oxford Academ
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Цена: 121440.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The book provides an accessible but comprehensive overview of methods for mediation and interaction. There has been considerable and rapid methodological development on mediation and moderation/interaction analysis within the causal-inference literature over the last ten years. Much of this
material appears in a variety of specialized journals, and some of the papers are quite technical. There has also been considerable interest in these developments from empirical researchers in the social and biomedical sciences. However, much of the material is not currently in a format that is
accessible to them. The book closes these gaps by providing an accessible, comprehensive, book-length coverage of mediation.

The book begins with a comprehensive introduction to mediation analysis, including chapters on concepts for mediation, regression-based methods, sensitivity analysis, time-to-event outcomes, methods for multiple mediators, methods for time-varying mediation and longitudinal data, and relations
between mediation and other concepts involving intermediates such as surrogates, principal stratification, instrumental variables, and Mendelian randomization. The second part of the book concerns interaction or "moderation," including concepts for interaction, statistical interaction, confounding
and interaction, mechanistic interaction, bias analysis for interaction, interaction in genetic studies, and power and sample-size calculation for interaction. The final part of the book provides comprehensive discussion about the relationships between mediation and interaction and unites these
concepts within a single framework. This final part also provides an introduction to spillover effects or social interaction, concluding with a discussion of social-network analyses.

The book is written to be accessible to anyone with a basic knowledge of statistics. Comprehensive appendices provide more technical details for the interested reader. Applied empirical examples from a variety of fields are given throughout. Software implementation in SAS, Stata, SPSS, and R is
provided. The book should be accessible to students and researchers who have completed a first-year graduate sequence in quantitative methods in one of the social- or biomedical-sciences disciplines. The book will only presuppose familiarity with linear and logistic regression, and could potentially
be used as an advanced undergraduate book as well.

Numerical Solution of Stochastic Differential Equations with Jumps in Finance

Автор: Platen
Название: Numerical Solution of Stochastic Differential Equations with Jumps in Finance
ISBN: 3642120571 ISBN-13(EAN): 9783642120572
Издательство: Springer
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Цена: 84780.00 T
Наличие на складе: Есть
Описание: It presents many new results on higher-order methods for scenario and Monte Carlo simulation, including implicit, predictor corrector, extrapolation, Markov chain and variance reduction methods, stressing the importance of their numerical stability.

Differential Equations for Engineers

Автор: Xie
Название: Differential Equations for Engineers
ISBN: 1107632951 ISBN-13(EAN): 9781107632950
Издательство: Cambridge Academ
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Цена: 63360.00 T
Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Xie presents a systematic introduction to differential equations for engineering students. The relevance of differential equations in engineering applications motivates readers, and studies of various types of differential equations are determined by engineering applications. The theory and techniques for solving differential equations are then applied to solve practical engineering problems.

Stochastic Integration and Differential Equations / Second Edition, Version 2.1

Автор: Protter Philip E.
Название: Stochastic Integration and Differential Equations / Second Edition, Version 2.1
ISBN: 3540003134 ISBN-13(EAN): 9783540003137
Издательство: Springer
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Цена: 79190.00 T
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Описание: Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery`s examples of martingales that actually have martingale representation.


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