Cargando…
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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, West Sussex :
Wiley,
2010.
|
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | "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"-- |
|---|---|
| Descripción Física: | 1 online resource (xii, 252 pages) |
| Bibliografía: | Includes bibliographical references and index. |
| ISBN: | 9780470667125 0470667125 9780470667132 0470667133 0470665688 9780470665688 0470975768 9780470975763 9786612690372 6612690372 |