LEADER 03312nam 2200781 a 450 001 9910818795303321 005 20240912174923.0 010 $a9786612690372 010 $a9780470975763 010 $a0470975768 010 $a9780470667125 010 $a0470667125 010 $a9781282690370 010 $a128269037X 010 $a9780470667132 010 $a0470667133 035 $a(CKB)2670000000028257 035 $a(EBL)540110 035 $a(SSID)ssj0000428804 035 $a(PQKBManifestationID)11323186 035 $a(PQKBTitleCode)TC0000428804 035 $a(PQKBWorkID)10429488 035 $a(PQKB)10881355 035 $a(Au-PeEL)EBL540110 035 $a(CaPaEBR)ebr10392959 035 $a(CaONFJC)MIL269037 035 $a(PPN)170226239 035 $a(FR-PaCSA)88803176 035 $a(MiAaPQ)EBC540110 035 $a(OCoLC)695561313 035 $a(MiAaPQ)EBC4029159 035 $a(OCoLC)659412731 035 $a(FINmELB)ELB178553 035 $a(FRCYB88803176)88803176 035 $a(Perlego)1012970 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 /$fB.L.S. Prakasa Rao 205 $a1st ed. 210 $aChichester, U.K. $cJohn Wiley & Sons$d2010 215 $a1 online resource (277 p.) 225 1 $aWiley series in probability and statistics 300 $aDescription based upon print version of record. 311 08$a9780470665688 311 08$a0470665688 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 $a9910818795303321 996 $aStatistical inference for fractional diffusion processes$91131450 997 $aUNINA