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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| Format: | Book |
| Language: | English |
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Chichester, West Sussex :
Wiley,
2010.
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| Series: | Wiley series in probability and statistics.
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| Online Access: | Publisher description Table of contents only |
| Summary: | "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 and parametric estimation are also discussed"-- |
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| Physical Description: | xii, 252 pages ; 24 cm. |
| Bibliography: | Includes bibliographical references and index. |
| ISBN: | 9780470665688 0470665688 |