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Rao, B. L. S. Prakasa

Statistical Inference for Fractional Diffusion Processes

Rao, B. L. S. Prakasa - Statistical Inference for Fractional Diffusion Processes, ebook

104,20€

Ebook, ePUB with Adobe DRM
ISBN: 9780470975763
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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 and parametric estimation are also discussed.

The book will deal with Fractional Diffusion Processes (FDP) in relation to statistical influence for stochastic processes. The books main focus is on parametric and non parametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable.

Author(s)
Publisher
John Wiley and Sons, Inc.
Publication year
2010
Language
en
Edition
1
Series
Wiley Series in Probability and Statistics
Page amount
280 pages
Category
Natural Sciences
Format
Ebook
eISBN (ePUB)
9780470975763
Printed ISBN
9780470665688

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