Statistical inference for fractional diffusion processes
[Book]
/ B.L.S. Prakasa Rao
Chichester, West Sussex
: Wiley
, 2010.
xii, 252 p. , 24 cm.
(Wiley series in probability and statistics.)
Print
Includes bibliographical references 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.
Wiley series in probability and statistics
Fractional calculus
Probabilities
QA314
.
P73
2010
Prakasa Rao, B. L. S.
ایران
Statistical inference for fractional diffusion processes B.L.S. Prakasa Rao