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Statistical Inference for Fractional Diffusion Processes

By: B. L. S. Prakasa (University of Hyderabad) Rao (Author)

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Ksh 21,000.00

Format: Hardback or Cased Book

ISBN-13: 9780470665688

Publisher: John Wiley & Sons Inc

Publication Date: Jul 16th, 2010

Weight: 542 grams

Dimension: 15.90 x 23.70 x 1.90 cms

Category: MATHEMATICS

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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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