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...
| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2010.
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| Series: | Wiley series in probability and statistics.
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| Subjects: | |
| Online Access: | Publisher description Table of contents only |
MARC
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| 100 | 1 | |a Prakasa Rao, B. L. S. | |
| 245 | 1 | 0 | |a Statistical inference for fractional diffusion processes / |c B.L.S. Prakasa Rao. |
| 264 | 1 | |a Chichester, West Sussex : |b Wiley, |c 2010. | |
| 300 | |a xii, 252 pages ; |c 24 cm. | ||
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| 490 | 1 | |a Wiley series in probability and statistics | |
| 520 | |a "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"-- |c Provided by publisher. | ||
| 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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