Statistical inference for fractional diffusion processes Prakasa Rao, B. L. S. creator ebrary, Inc text bibliography Electronic books. enk Chichester, U.K John Wiley & Sons 2010 monographic eng
electronic
electronic resource
xii, 252 p. "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"-- B.L.S. Prakasa Rao. Includes bibliographical references (p. [239]-249) and index. Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. Fractional calculus Probabilities QA314 .P73 2010eb 515/.83 Wiley series in probability and statistics http://site.ebrary.com/lib/rucke/Doc?id=10392959 http://site.ebrary.com/lib/rucke/Doc?id=10392959 CaPaEBR 100308 ebr10392959