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 and p...

Cijeli opis

Spremljeno u:
Bibliografski detalji
Glavni autor: Prakasa Rao, B. L. S.
Autor kompanije: ebrary, Inc
Format: Elektronički e-knjiga
Jezik:engleski
Izdano: Chichester, U.K. : John Wiley & Sons, 2010.
Serija:Wiley series in probability and statistics.
Teme:
Online pristup:An electronic book accessible through the World Wide Web; click to view
Oznake: Dodaj oznaku
Bez oznaka, Budi prvi tko označuje ovaj zapis!