Statistical inference for fractional diffusion processes [electronic resource] / B.L.S. Prakasa Rao.
2010
QA314 .P73 2010eb
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Details
Title
Statistical inference for fractional diffusion processes [electronic resource] / B.L.S. Prakasa Rao.
Author
ISBN
9780470665688
9780470667132 (electronic book)
9780470667132 (electronic book)
Publication Details
Chichester, U.K. : John Wiley & Sons, 2010.
Language
English
Description
1 online resource (xii, 252 p.)
Call Number
QA314 .P73 2010eb
Dewey Decimal Classification
515/.83
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.
Bibliography, etc. Note
Includes bibliographical references (p. [239]-249) and index.
Access Note
Access limited to authorized users.
Series
Wiley series in probability and statistics.
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