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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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Colección: | Wiley series in probability and statistics.
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| Temas: | |
| Acceso en línea: | Texto completo |
MARC
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| 020 | |a 9780470667132 (electronic bk.) | ||
| 035 | |a (OCoLC)659412731 | ||
| 040 | |a FINmELB |c FINmELB |d FINmELB | ||
| 050 | 4 | |a QA314 |b .P73 2010 | |
| 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. | ||
| 588 | |a Description based on metadata supplied by the publisher and other sources. | ||
| 590 | |a Electronic reproduction. Santa Fe, Arg.: elibro, 2021. Available via World Wide Web. Access may be limited to eLibro affiliated libraries. | ||
| 650 | 0 | |a Fractional calculus. | |
| 650 | 0 | |a Probabilities. | |
| 655 | 4 | |a Electronic books. | |
| 797 | 2 | |a elibro, Corp. | |
| 830 | 0 | |a Wiley series in probability and statistics. | |
| 856 | 4 | 0 | |u https://elibro.uam.elogim.com/ereader/bidiuam/178553 |z Texto completo |
| 950 | |a eLibro English | ||