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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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Prakasa Rao, B. L. S.
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Chichester, West Sussex : Wiley, 2010.
Temas:
Acceso en línea:Texto completo