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...
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| Format: | Elektronski eKnjiga |
| Jezik: | angleščina |
| Izdano: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Serija: | Wiley series in probability and statistics.
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| Teme: | |
| Online dostop: | An electronic book accessible through the World Wide Web; click to view |
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| Izvleček: | "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"-- |
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| Fizični opis: | xii, 252 p. |
| Bibliografija: | Includes bibliographical references (p. [239]-249) and index. |