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...

Deskribapen osoa

Gorde:
Xehetasun bibliografikoak
Egile nagusia: Prakasa Rao, B. L. S.
Erakunde egilea: ebrary, Inc
Formatua: Baliabide elektronikoa eBook
Hizkuntza:ingelesa
Argitaratua: Chichester, U.K. : John Wiley & Sons, 2010.
Saila:Wiley series in probability and statistics.
Gaiak:
Sarrera elektronikoa:An electronic book accessible through the World Wide Web; click to view
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