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Statistical inference for fractional diffusion processes [electronic resource] / B.L.S. Prakasa Rao.

By:

Prakasa Rao, B. L. S

Contributor(s):

ebrary, Inc

Series: Wiley series in probability and statisticsPublication details: Chichester, U.K. : John Wiley & Sons, 2010.Description: xii, 252 pSubject(s):

Genre/Form:

Electronic books.

DDC classification:

515/.83 22

LOC classification:

QA314 .P73 2010eb

Online resources:

An electronic book accessible through the World Wide Web; click to view

Summary: "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"-- Provided by publisher.

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Holdings
Item type	Current library	Call number	URL	Status	Date due	Barcode	Item holds
E-Book	Strathmore University (Main Library) Online Resource		Link to resource	Not for loan

Total holds: 0

Includes bibliographical references (p. [239]-249) and index.

"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"-- Provided by publisher.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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