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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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Series: | Wiley series in probability and statistics.
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| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 050 | 1 | 4 | |a QA314 |b .P73 2010eb |
| 082 | 0 | 4 | |a 515/.83 |2 22 |
| 100 | 1 | |a Prakasa Rao, B. L. S. | |
| 245 | 1 | 0 | |a Statistical inference for fractional diffusion processes |h [electronic resource] / |c B.L.S. Prakasa Rao. |
| 260 | |a Chichester, U.K. : |b John Wiley & Sons, |c 2010. | ||
| 300 | |a xii, 252 p. | ||
| 490 | 1 | |a Wiley series in probability and statistics | |
| 504 | |a Includes bibliographical references (p. [239]-249) and index. | ||
| 520 | |a "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"-- |c Provided by publisher. | ||
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2011. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 650 | 0 | |a Fractional calculus. | |
| 650 | 0 | |a Probabilities. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 830 | 0 | |a Wiley series in probability and statistics. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10392959 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 111810 |d 111810 | ||