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...
| Formato: | Libro electrónico |
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| Idioma: | Inglés |
| Colección: | Wiley series in probability and statistics.
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| Materias: | |
| Acceso en línea: | Acceso restringido con credenciales, usuarios UPSA |
| Ver en Universidad Pontificia de Salamanca: | https://catalogo.upsa.es/cgi-bin/koha/opac-detail.pl?biblionumber=732611 |
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| Sumario: | "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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| Notas: | Autor/es: Prakasa Rao, B. L. S. |
| Descripción Física: | 1 recurso en línea xii, 252 p. |
| ISBN: | 9780470667132 |
| Acceso: | Acceso restringido con credenciales, usuarios UPSA |
