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Statistical inference for fractional diffusion processes

by Prakasa Rao, B. L. S.
Additional authors: ebrary, Inc.
Series: Wiley series in probability and statistics Published by : John Wiley & Sons, (Chichester, U.K. :) Physical details: xii, 252 p.
Subject(s): Fractional calculus. | Probabilities. | Electronic books.
Year: 2010
Online resources:
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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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