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Optimal Statistical Inference in Financial Engineering

Optimal Statistical Inference in Financial Engineering PDF Author: Masanobu Taniguchi
Publisher: CRC Press
ISBN: 1420011030
Category : Business & Economics
Languages : en
Pages : 379

Book Description
Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though this idea is fundamental to the field. Balancing statistical theory with data analysis, Optimal Statistical Inference in Financial Engineering examines how stochastic models can effectively des