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Asymptotic Inference for Stochastic Differential Equations with Jumps from Discrete Observations and Some Practical Approaches
https://doi.org/10.15083/00002521
https://doi.org/10.15083/0000252171b2d096-c28e-473a-99b2-13e05282865a
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shimizu16848.pdf (2.0 MB)
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shimizu16848a.pdf (57.2 kB)
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Item type | 学位論文 / Thesis or Dissertation(1) | |||||
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公開日 | 2012-03-01 | |||||
タイトル | ||||||
タイトル | Asymptotic Inference for Stochastic Differential Equations with Jumps from Discrete Observations and Some Practical Approaches | |||||
言語 | ||||||
言語 | eng | |||||
資源タイプ | ||||||
資源 | http://purl.org/coar/resource_type/c_46ec | |||||
タイプ | thesis | |||||
ID登録 | ||||||
ID登録 | 10.15083/00002521 | |||||
ID登録タイプ | JaLC | |||||
その他のタイトル | ||||||
その他のタイトル | 飛躍型確率微分方程式に対する離散的観測に基づく漸近推測理論、及びその実際的方法 | |||||
著者 |
Shimizu, Yasutaka
× Shimizu, Yasutaka |
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著者別名 | ||||||
識別子 | 6848 | |||||
識別子Scheme | WEKO | |||||
姓名 | 清水, 泰隆 | |||||
著者所属 | ||||||
著者所属 | 大阪大学 | |||||
書誌情報 | 発行日 2007-10-12 | |||||
日本十進分類法 | ||||||
主題 | 413 | |||||
主題Scheme | NDC | |||||
学位名 | ||||||
学位名 | 博士(数理科学) | |||||
学位 | ||||||
値 | doctoral | |||||
学位分野 | ||||||
Mathematical Sciences (数理科学) | ||||||
学位授与機関 | ||||||
学位授与機関名 | University of Tokyo (東京大学) | |||||
研究科・専攻 | ||||||
Graduate School of Mathematical Sciences (数理科学研究科) | ||||||
学位授与年月日 | ||||||
学位授与年月日 | 2007-10-12 | |||||
学位授与番号 | ||||||
学位授与番号 | 乙第16848号 | |||||
学位記番号 | ||||||
第16848号 |