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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| Institution som forfatter: | |
| Format: | Electronisk eBog |
| Sprog: | engelsk |
| Udgivet: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Serier: | Wiley series in probability and statistics.
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| Fag: | |
| Online adgang: | An electronic book accessible through the World Wide Web; click to view |
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Lignende værker: Statistical inference for fractional diffusion processes
- Fractional dynamics /
- Stochastic models for fractional calculus
- Fractional calculus an introduction for physicists /
- The fractional trigonometry : with applications to fractional differential equations and science /
- Fractional calculus with applications in mechanics : vibrations and diffusion processes /
- Fractional calculus models and numerical methods /