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 and p...
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| Materyal Türü: | Elektronik Ekitap |
| Dil: | İngilizce |
| Baskı/Yayın Bilgisi: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Seri Bilgileri: | Wiley series in probability and statistics.
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| Konular: | |
| Online Erişim: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/178553 OPAC'ta görüntüle |
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| Özet: | "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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| Fiziksel Özellikler: | xii, 252 p. |
| Bibliyografya: | Includes bibliographical references (p. [239]-249) and index. |
| ISBN: | 9780470667132 (electronic bk.) |