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...

Disgrifiad llawn

Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Prif Awdur: Prakasa Rao, B. L. S.
Awdur Corfforaethol: ebrary, Inc
Fformat: Electronig eLyfr
Iaith:Saesneg
Cyhoeddwyd: Chichester, U.K. : John Wiley & Sons, 2010.
Cyfres:Wiley series in probability and statistics.
Pynciau:
Mynediad Ar-lein:An electronic book accessible through the World Wide Web; click to view
Tagiau: Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Eitemau Tebyg