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Statistical inference for fractional diffusion processes

B. L. S. Prakasa Rao · 2010

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About the book

"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"--

Book details

Year
2010
Language
English
Series
Wiley series in probability and statistics
Publisher
Wiley
Editions
5
Pages
252
ISBN
9780470665688

Data source: Wikidata

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