Statistical inference for fractional diffusion processes / B.L.S. Prakasa Rao.

Statistical inference for fractional diffusion processes /

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"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...

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Bibliographic Details
Main Author: Prakasa Rao, B. L. S.
Format: Electronic eBook
Language:English
Published: Chichester, West Sussex : Wiley, 2010.
Subjects:
Fractional calculus.
Probabilities.
Probability
probability.
Online Access: Full text (Wentworth users only)
Local Note:ProQuest Ebook Central

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Full text (Wentworth users only)

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