Statistical inference for fractional diffusion processes [electronic resource] / B.L.S. Prakasa Rao.
By: Prakasa Rao, B. L. S.
Contributor(s): ebrary, Inc.
Material type:
BookSeries: Wiley series in probability and statistics: Publisher: Chichester, U.K. : John Wiley & Sons, 2010Description: xii, 252 p.Subject(s): Fractional calculus | ProbabilitiesGenre/Form: Electronic books.DDC classification: 515/.83 Online resources: An electronic book accessible through the World Wide Web; click to view Summary: "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"-- Provided by publisher.
| Item type | Current location | Collection | Call number | URL | Copy number | Status | Date due | Item holds |
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E-book
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IUKL Library | Subscripti | http://site.ebrary.com/lib/kliuc/Doc?id=10392959 | 1 | Available |
Includes bibliographical references (p. [239]-249) and index.
"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"-- Provided by publisher.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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