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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Bibliographic Details
Main Author: Prakasa Rao, B. L. S. (-)
Format: eBook
Language:Inglés
Published: Chichester, U.K. : John Wiley & Sons 2010.
Series:Wiley series in probability and statistics.
Subjects:
Online Access:https://recursos.uloyola.es/login?url=https://accedys.uloyola.es:8443/accedix0/sitios/ebook.php?id=178553
See on Universidad Loyola - Universidad Loyola Granada:https://colectivo.uloyola.es/Record/ELB178553
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