Statistical inference for fractional diffusion processes /

"Statistical Inference for Fractional Diffusion Processes looks at statistical inference for stochastic processes modeled by stochastic differential equations driven by fractional Brownian motion. Other related processes, such as sequential inference, nonparametric and non parametric inference...

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Bibliographic Details

Main Author:	Prakasa Rao, B. L. S.
Format:	Book
Language:	English
Published:	Chichester, West Sussex : Wiley, 2010.
Series:	Wiley series in probability and statistics.
Subjects:	Fractional calculus. Probabilities.
Online Access:	Publisher description Table of contents only