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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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Prakasa Rao, B. L. S.
Format: Électronique eBook
Langue:Inglés
Publié: Chichester, U.K. : John Wiley & Sons, 2010.
Collection:Wiley series in probability and statistics.
Sujets:
Accès en ligne:Texto completo

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