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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Bibliografische gegevens
Hoofdauteur: Prakasa Rao, B. L. S.
Coauteur: ebrary, Inc
Formaat: Elektronisch E-boek
Taal:Engels
Gepubliceerd in: Chichester, U.K. : John Wiley & Sons, 2010.
Reeks:Wiley series in probability and statistics.
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Online toegang:An electronic book accessible through the World Wide Web; click to view
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