Statistical inference for fractional diffusion processes
General Material Designation
[Book]
First Statement of Responsibility
/ B.L.S. Prakasa Rao
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Chichester, West Sussex
Name of Publisher, Distributor, etc.
: Wiley
Date of Publication, Distribution, etc.
, 2010.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xii, 252 p. , 24 cm.
SERIES
Series Title
(Wiley series in probability and statistics.)
NOTES PERTAINING TO PUBLICATION, DISTRIBUTION, ETC.
Text of Note
Print
INTERNAL BIBLIOGRAPHIES/INDEXES NOTE
Text of Note
Includes bibliographical references and index.
CONTENTS NOTE
Text of Note
"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.
SERIES
Title
Wiley series in probability and statistics
TOPICAL NAME USED AS SUBJECT
Fractional calculus
Probabilities
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QA314
Book number
.
P73
2010
PERSONAL NAME - PRIMARY RESPONSIBILITY
Prakasa Rao, B. L. S.
ORIGINATING SOURCE
Country
ایران
ELECTRONIC LOCATION AND ACCESS
Host name
Statistical inference for fractional diffusion processes B.L.S. Prakasa Rao