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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| Autor corporatiu: | |
| Format: | Electrònic eBook |
| Idioma: | anglès |
| Publicat: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Col·lecció: | Wiley series in probability and statistics.
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| Matèries: | |
| Accés en línia: | An electronic book accessible through the World Wide Web; click to view |
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