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...
Tallennettuna:
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| Yhteisötekijä: | |
| Aineistotyyppi: | Elektroninen E-kirja |
| Kieli: | englanti |
| Julkaistu: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Sarja: | Wiley series in probability and statistics.
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| Aiheet: | |
| Linkit: | An electronic book accessible through the World Wide Web; click to view |
| Tagit: |
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| Yhteenveto: | "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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| Ulkoasu: | xii, 252 p. |
| Bibliografia: | Includes bibliographical references (p. [239]-249) and index. |