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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Главный автор:	Prakasa Rao, B. L. S.
Соавтор:	ebrary, Inc
Формат:	Электронный ресурс eКнига
Язык:	английский
Опубликовано:	Chichester, U.K. : John Wiley & Sons, 2010.
Серии:	Wiley series in probability and statistics.
Предметы:	Fractional calculus. Probabilities. Electronic books.
Online-ссылка:	An electronic book accessible through the World Wide Web; click to view
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