Optimal Statistical Inference in Financial Engineering
By Unknown Author.
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 describe actual financial data and illustrates how to properly estimate the proposed models.After explaining the elements of probability and statistical inference for independent observations, the book discusses the testing hypothesis and discriminan...
ISBN(s)
9781584885917
