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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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Chichester, West Sussex :
Wiley,
2010.
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| Subjects: | |
| Online Access: | CONNECT |
MARC
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| 100 | 1 | |a Prakasa Rao, B. L. S. | |
| 245 | 1 | 0 | |a Statistical inference for fractional diffusion processes / |c B.L.S. Prakasa Rao. |
| 260 | |a Chichester, West Sussex : |b Wiley, |c 2010. | ||
| 300 | |a 1 online resource (xii, 252 pages) | ||
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| 500 | |a Wiley EBA |5 TMurS | ||
| 505 | 0 | |a Front Matter -- Fractional Brownian Motion and Related Processes -- Parametric Estimation for Fractional Diffusion Processes -- Parametric Estimation for Fractional Ornstein₆Uhlenbeck-Type Process -- Sequential Inference for Some Processes Driven by fBm -- Nonparametric Inference for Processes Driven by fBm -- Parametric Inference for Some SDEs Driven by Processes Related to fBm -- Parametric Estimation for Processes Driven by Fractional Brownian Sheet -- Parametric Estimation for Processes Driven by Infinite-Dimensional fBm -- Estimation of Self-Similarity Index -- Filtering and Prediction for Linear Systems Driven by fBm -- References -- Index -- Wiley Series in Probability and Statistics. | |
| 520 | |a "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"-- |c Provided by publisher | ||
| 504 | |a Includes bibliographical references and index. | ||
| 588 | 0 | |a Print version record. | |
| 546 | |a English. | ||
| 650 | 0 | |a Fractional calculus. | |
| 650 | 0 | |a Probabilities. | |
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