Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Statistical inference for fractional diffusion processes [[electronic resource] /] / B.L.S. Prakasa Rao
| Statistical inference for fractional diffusion processes [[electronic resource] /] / B.L.S. Prakasa Rao |
| Autore | Prakasa Rao B. L. S |
| Pubbl/distr/stampa | Chichester, U.K., : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (277 p.) |
| Disciplina | 515/.83 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Fractional calculus
Probabilities |
| ISBN |
0-470-97576-8
0-470-66712-5 1-282-69037-X 9786612690372 0-470-66713-3 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910140575703321 |
Prakasa Rao B. L. S
|
||
| Chichester, U.K., : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Statistical inference for fractional diffusion processes / / B.L.S. Prakasa Rao
| Statistical inference for fractional diffusion processes / / B.L.S. Prakasa Rao |
| Autore | Prakasa Rao B. L. S |
| Edizione | [1st ed.] |
| Pubbl/distr/stampa | Chichester, U.K., : John Wiley & Sons, 2010 |
| Descrizione fisica | 1 online resource (277 p.) |
| Disciplina | 515/.83 |
| Collana | Wiley series in probability and statistics |
| Soggetto topico |
Fractional calculus
Probabilities |
| ISBN |
9786612690372
9780470975763 0470975768 9780470667125 0470667125 9781282690370 128269037X 9780470667132 0470667133 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto |
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 |
| Record Nr. | UNINA-9910818795303321 |
|
Prakasa Rao B. L. S
|
||
| Chichester, U.K., : John Wiley & Sons, 2010 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||