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...
| Основен автор: | Prakasa Rao, B. L. S. |
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| Автор-организации: | ebrary, Inc. |
| Формат: | Електронен |
| Език: | English |
| Публикувано: |
Chichester, U.K. :
John Wiley & Sons,
2010.
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| Серия: |
Wiley series in probability and statistics.
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| Предмети: | |
| Онлайн достъп: |
An electronic book accessible through the World Wide Web; click to view |
| Онлайн достъп от Библиотека ”Паница” на Американския университет в България: |
An electronic book accessible through the World Wide Web; click to view |
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| Провери в Paniza Library, AUBG | Сигнатура: |
QA314 .P73 2010eb |
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