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Record Nr. |
UNINA9910818795303321 |
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Autore |
Prakasa Rao B. L. S |
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Titolo |
Statistical inference for fractional diffusion processes / / B.L.S. Prakasa Rao |
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Pubbl/distr/stampa |
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Chichester, U.K., : John Wiley & Sons, 2010 |
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ISBN |
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9786612690372 |
9780470975763 |
0470975768 |
9780470667125 |
0470667125 |
9781282690370 |
128269037X |
9780470667132 |
0470667133 |
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Edizione |
[1st ed.] |
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Descrizione fisica |
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1 online resource (277 p.) |
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Collana |
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Wiley series in probability and statistics |
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Disciplina |
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Soggetti |
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Fractional calculus |
Probabilities |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical references (p. [239]-249) and index. |
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Nota di contenuto |
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Statistical Inference for Fractional Diffusion Processes; Contents; Preface; 1 Fractional Brownian motion and related processes; 2 Parametric estimation for fractional diffusion processes; 3 Parametric estimation for fractional Ornstein-Uhlenbeck-type process; 4 Sequential inference for some processes driven by fBm; 5 Nonparametric inference for processes driven by fBm; 6 Parametric inference for some SDEs driven by processes related to fBm; 7 Parametric estimation for processes driven by fractional Brownian sheet; 8 Parametric estimation for processes driven by infinite-dimensional fBm |
9 Estimation of self-similarity index10 Filtering and prediction for linear systems driven by fBm; References; Index |
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Sommario/riassunto |
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"Statistical Inference for Fractional Diffusion Processes looks at |
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