000 01731nam a2200361 a 4500
001 ebr10392959
003 CaPaEBR
007 cr cn|||||||||
008 100308s2010 enk sb 001 0 eng
010 _z 2010010075
020 _z9780470665688
020 _z9780470667132 (e-book)
040 _aCaPaEBR
_cCaPaEBR
035 _a(OCoLC)695561313
050 1 4 _aQA314
_b.P73 2010eb
082 0 4 _a515/.83
_222
100 1 _aPrakasa Rao, B. L. S.
245 1 0 _aStatistical inference for fractional diffusion processes
_h[electronic resource] /
_cB.L.S. Prakasa Rao.
260 _aChichester, U.K. :
_bJohn Wiley & Sons,
_c2010.
300 _axii, 252 p.
490 1 _aWiley series in probability and statistics
504 _aIncludes 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"--
_cProvided by publisher.
533 _aElectronic reproduction.
_bPalo Alto, Calif. :
_cebrary,
_d2011.
_nAvailable via World Wide Web.
_nAccess may be limited to ebrary affiliated libraries.
650 0 _aFractional calculus.
650 0 _aProbabilities.
655 7 _aElectronic books.
_2local
710 2 _aebrary, Inc.
830 0 _aWiley series in probability and statistics.
856 4 0 _uhttp://site.ebrary.com/lib/kliuc/Doc?id=10392959
_zAn electronic book accessible through the World Wide Web; click to view
942 _2lcc
_cEBK
999 _c172639
_d172639