FW: Statistical Inference for Fractional Diffusion Processes ( Series in Probability and Statistics)

 

 

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Posted on: 30 August 2010 21:38
Author: Ebook30.com
Subject: Statistical Inference for Fractional Diffusion Processes ( Series in Probability and Statistics)

 

By B. L. S. Prakasa Rao Publisher: Number Of Pages: 280 Publication Date: 2010-09-21 ISBN-10 / ASIN: 0470665688 ISBN-13 / EAN: 9780470665688 Product 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.

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