Statistical inference for fractional diffusion processes

Resource Information

The work Statistical inference for fractional diffusion processes represents a distinct intellectual or artistic creation found in University of Missouri Libraries. This resource is a combination of several types including: Work, Language Material, Books.

Label

Statistical inference for fractional diffusion processes

Statement of responsibility

B.L.S. Prakasa Rao

Creator

• Prakasa Rao, B. L. S

Subject

• Fractional calculus
• Probabilities

Language

eng

Summary

"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"--

Member of

• Wiley series in probability and statistics

Assigning source

Provided by publisher

Cataloging source

DLC

Dewey number

515/.83

Index

index present

LC call number

QA314

LC item number

.P73 2010

Literary form

non fiction

Nature of contents

bibliography

Series statement

Wiley series in probability and statistics