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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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Chichester, U.K. :
John Wiley & Sons
2010.
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| Colección: | Wiley series in probability and statistics.
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| Materias: | |
| Acceso en línea: | https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=178553 |
| Ver en Universidad Loyola - Universidad Loyola Granada: | https://colectivo.uloyola.es/Record/ELB178553 |
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| Sumario: | "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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| Descripción Física: | xii, 252 p. |
| Bibliografía: | Includes bibliographical references (p. [239]-249) and index. |
| ISBN: | 9780470667132 |
