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:
Online Access:Publisher description
Table of contents only

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300 |a xii, 252 pages ;  |c 24 cm. 
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504 |a Includes bibliographical references and index. 
650 0 |a Fractional calculus. 
650 0 |a Probabilities. 
830 0 |a Wiley series in probability and statistics. 
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