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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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Collection: | Wiley series in probability and statistics.
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| Sujets: | |
| Accès en ligne: | Texto completo |
| Résumé: | "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"-- |
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| Description matérielle: | xii, 252 p. |
| Bibliographie: | Includes bibliographical references (p. [239]-249) and index. |
| ISBN: | 9780470667132 (electronic bk.) |