The first book in inference for stochastic processes from a statistical, rather than a probabilistic, perspective. It provides a systematic exposition of theoretical results from over ten years of mathematical literature and presents, for the first time in book form, many new techniques and approaches.

Inhalt

1 Diffusion Processes and Statistical Problems.- 2 Parameter Estimation.- 3 Special Models.- 4 Nonparametric Estimation.- 5 Hypotheses Testing.- Historical Remarks.- References.