Statistical inference for fractional diffusion processes
"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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| Format: | Electronic |
| Language: | English |
| Published: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Series: | Wiley series in probability and statistics.
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| Subjects: | |
| Online Access: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=178553 |
| 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"-- |
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| Physical Description: | xii, 252 p. |
| Bibliography: | Includes bibliographical references (p. [239]-249) and index. |
| ISBN: | 9780470667132 (electronic bk.) |