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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| Autor principal: | |
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| Autor Corporativo: | |
| Formato: | Recurso Eletrônico livro eletrônico |
| Idioma: | inglês |
| Publicado em: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| coleção: | Wiley series in probability and statistics.
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| Assuntos: | |
| Acesso em linha: | An electronic book accessible through the World Wide Web; click to view |
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| Resumo: | "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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| Descrição Física: | xii, 252 p. |
| Bibliografia: | Includes bibliographical references (p. [239]-249) and index. |