Until now, few systematic studies of optimal statistical inference for stochastic processes had existed in the financial engineering literature, even though thi
This monograph provides the fundamentals of statistical inference for financial engineering and covers some selected methods suitable for analyzing financial
While many financial engineering books are available, the statistical aspects behind the implementation of stochastic models used in the field are often overloo
The new edition of this influential textbook, geared towards graduate or advanced undergraduate students, teaches the statistics necessary for financial enginee
This book compiles theoretical developments on statistical inference for time series and related models in honor of Masanobu Taniguchi's 70th birthday. It cover