Statistical Inference for Financial Engineering

This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial time series data. In order to describe the actual financial data, various stochastic processes, e.g. non-Gaussian linear processes, non-linear...

Full description

Bibliographic Details
Published in:Springer eBooks
Main Authors: Taniguchi, Masanobu (Author), Amano, Tomoyuki (Author), Ogata, Hiroaki (Author), Taniai, Hiroyuki (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Cham : Springer International Publishing : Imprint: Springer, 2014.
Series:SpringerBriefs in Statistics,
Subjects:
Online Access:http://dx.doi.org/10.1007/978-3-319-03497-3
Перейти в каталог НБ ТГУ