LEADER 03003nam 2200649 a 450 001 9910140575703321 005 20200520144314.0 010 $a0-470-97576-8 010 $a0-470-66712-5 010 $a1-282-69037-X 010 $a9786612690372 010 $a0-470-66713-3 035 $a(CKB)2670000000028257 035 $a(EBL)540110 035 $a(OCoLC)695561313 035 $a(SSID)ssj0000428804 035 $a(PQKBManifestationID)11323186 035 $a(PQKBTitleCode)TC0000428804 035 $a(PQKBWorkID)10429488 035 $a(PQKB)10881355 035 $a(MiAaPQ)EBC540110 035 $a(MiAaPQ)EBC4029159 035 $a(Au-PeEL)EBL540110 035 $a(CaPaEBR)ebr10392959 035 $a(CaONFJC)MIL269037 035 $a(PPN)170226239 035 $a(EXLCZ)992670000000028257 100 $a20100308d2010 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aStatistical inference for fractional diffusion processes$b[electronic resource] /$fB.L.S. Prakasa Rao 210 $aChichester, U.K. $cJohn Wiley & Sons$d2010 215 $a1 online resource (277 p.) 225 1 $aWiley series in probability and statistics 300 $aDescription based upon print version of record. 311 $a0-470-66568-8 320 $aIncludes bibliographical references (p. [239]-249) and index. 327 $aStatistical 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 327 $a9 Estimation of self-similarity index10 Filtering and prediction for linear systems driven by fBm; References; Index 330 $a"Statistical Inference for Fractional Diffusion Processes looks at statistical inference for stochastic processes modeled by stochastic differential equations driven by fractional Brownian motion. Other related processes, such as sequential inference, nonparametric and non parametric inference and parametric estimation are also discussed"--$cProvided by publisher. 410 0$aWiley series in probability and statistics. 606 $aFractional calculus 606 $aProbabilities 615 0$aFractional calculus. 615 0$aProbabilities. 676 $a515/.83 700 $aPrakasa Rao$b B. L. S$014354 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910140575703321 996 $aStatistical inference for fractional diffusion processes$91131450 997 $aUNINA