03003nam 2200649 a 450 991014057570332120200520144314.00-470-97576-80-470-66712-51-282-69037-X97866126903720-470-66713-3(CKB)2670000000028257(EBL)540110(OCoLC)695561313(SSID)ssj0000428804(PQKBManifestationID)11323186(PQKBTitleCode)TC0000428804(PQKBWorkID)10429488(PQKB)10881355(MiAaPQ)EBC540110(MiAaPQ)EBC4029159(Au-PeEL)EBL540110(CaPaEBR)ebr10392959(CaONFJC)MIL269037(PPN)170226239(EXLCZ)99267000000002825720100308d2010 uy 0engur|n|---|||||txtccrStatistical inference for fractional diffusion processes[electronic resource] /B.L.S. Prakasa RaoChichester, U.K. John Wiley & Sons20101 online resource (277 p.)Wiley series in probability and statisticsDescription based upon print version of record.0-470-66568-8 Includes bibliographical references (p. [239]-249) and index.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 fBm9 Estimation of self-similarity index10 Filtering and prediction for linear systems driven by fBm; References; Index"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"--Provided by publisher.Wiley series in probability and statistics.Fractional calculusProbabilitiesFractional calculus.Probabilities.515/.83Prakasa Rao B. L. S14354MiAaPQMiAaPQMiAaPQBOOK9910140575703321Statistical inference for fractional diffusion processes1131450UNINA