"Discretization of Processes " . "Discretization of Processes " . . "Probability Theory and Stochastic Processes" . . . "Statistics for Business/Economics/Mathematical Finance/Insurance" . . "Probabilities" . "Semimartingales (math\u00E9matiques)" . "Statistics" . "Th\u00E9or\u00E8me de la limite centrale" . . "Econometrics" . "Statistics for Business, Management, Economics, Finance, Insurance." . "Text" . . "In applications, and especially in mathematical finance, random time-dependent events are often modeled as stochastic processes. Assumptions are made about the structure of such processes, and serious researchers will want to justify those assumptions through the use of data.\u00A0 As statisticians are wont to say, \u201CIn God we trust; all others must bring data.\u201D \u00A0 This book establishes the theory of how to go about estimating not just scalar parameters about a proposed model, but also the underlying structure of the model itself. \u00A0Classic statistical tools are used: the law of large numbers, and the central limit theorem.\u00A0Researchers have recently developed creative and original methods to use these tools in sophisticated (but highly technical) ways to reveal new details about the underlying structure. For the first time in book form, the authors present these latest techniques, based on research from the last 10 years. They include new findings. \u00A0 This book will be of special interest to researchers, combining the theory of mathematical finance with its investigation using market data, and it will also prove to be useful in a broad range of applications, such as to mathematical biology, chemical engineering, and physics" . "Loi des grands nombres" . "Probabilit\u00E9s" . . "Distribution (Probability theory." . "Analyse stochastique" . "Stochastic analysis" . . . . . . "Mathematics" . "2012" .