Publication

2010 - Wiley, Chichester, West Sussex, England

Language

English

Word Count

63,000 words, Guess

Page Count

252 pages

Identifiers

and 4 more

Classifications

  • DDC515/.83
  • LCCQA314 .P73 2010
  • LCCQA276

Description

"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"--

Subjects

Series Statement

  • Wiley series in probability and statistics

Links

Other Editions

  • Statistical inference for fractional diffusion processesWiley2010-01-01

Reader Reviews

No reviews yet for this book.

Be the first to share your thoughts!