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...

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Bibliografske podrobnosti
Glavni avtor: Prakasa Rao, B. L. S.
Korporativna značnica: ebrary, Inc
Format: Elektronski eKnjiga
Jezik:angleščina
Izdano: Chichester, U.K. : John Wiley & Sons, 2010.
Serija:Wiley series in probability and statistics.
Teme:
Online dostop:An electronic book accessible through the World Wide Web; click to view
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