Statistical inference for fractional diffusion processes / B.L.S. Prakasa Rao.

"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...

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Bibliographic Details
Main Author: Prakasa Rao, B. L. S.
Format: eBook
Language:English
Published: Chichester, West Sussex : Wiley, 2010.
Subjects:
Online Access:Click for online access

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100 1 |a Prakasa Rao, B. L. S. 
245 1 0 |a Statistical inference for fractional diffusion processes /  |c B.L.S. Prakasa Rao. 
260 |a Chichester, West Sussex :  |b Wiley,  |c 2010. 
300 |a 1 online resource (xii, 252 pages) 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
505 0 |a Front Matter -- Fractional Brownian Motion and Related Processes -- Parametric Estimation for Fractional Diffusion Processes -- Parametric Estimation for Fractional Ornstein₆Uhlenbeck-Type Process -- Sequential Inference for Some Processes Driven by fBm -- Nonparametric Inference for Processes Driven by fBm -- Parametric Inference for Some SDEs Driven by Processes Related to fBm -- Parametric Estimation for Processes Driven by Fractional Brownian Sheet -- Parametric Estimation for Processes Driven by Infinite-Dimensional fBm -- Estimation of Self-Similarity Index -- Filtering and Prediction for Linear Systems Driven by fBm -- References -- Index -- Wiley Series in Probability and Statistics. 
520 |a "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"--  |c Provided by publisher 
504 |a Includes bibliographical references and index. 
588 0 |a Print version record. 
546 |a English. 
650 0 |a Fractional calculus. 
650 0 |a Probabilities. 
650 7 |a probability.  |2 aat 
650 7 |a MATHEMATICS  |x Probability & Statistics  |x General.  |2 bisacsh 
650 7 |a Fractional calculus  |2 fast 
650 7 |a Probabilities  |2 fast 
758 |i has work:  |a Statistical inference for fractional diffusion processes (Text)  |1 https://id.oclc.org/worldcat/entity/E39PCFJvtMQwY39vJm83qtqgjC  |4 https://id.oclc.org/worldcat/ontology/hasWork 
776 0 8 |i Print version:  |a Prakasa Rao, B.L.S.  |t Statistical inference for fractional diffusion processes.  |d Chichester, West Sussex : Wiley, 2010  |z 9780470665688  |w (DLC) 2010010075  |w (OCoLC)659412731 
856 4 0 |u https://ebookcentral.proquest.com/lib/holycrosscollege-ebooks/detail.action?docID=540110  |y Click for online access 
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