Read Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901)

Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901)

B.L.S. Prakasa Rao

4.9/5 (23074 ratings)

Description:Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901). To get started finding Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Pages: —

Format: PDF, EPUB & Kindle Edition

Publisher: —

Release: —

ISBN

Description: Stochastic processes are widely used for model building in the social, physical, engineering and life sciences as well as in financial economics. In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. This book deals with Fractional Diffusion Processes and statistical inference for such stochastic processes. The main focus of the book is to consider parametric and nonparametric inference problems for fractional diffusion processes when a complete path of the process over a finite interval is observable. Key Researchers and students working on the statistics of fractional diffusion processes and applied mathematicians and statisticians involved in stochastic process modelling will benefit from this book.We have made it easy for you to find a PDF Ebooks without any digging. And by having access to our ebooks online or by storing it on your computer, you have convenient answers with Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901). To get started finding Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901), you are right to find our website which has a comprehensive collection of manuals listed.
Our library is the biggest of these that have literally hundreds of thousands of different products represented.

Special Offer | $0.00

Special Offer! | $0.00

Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901)

Statistical Inference for Fractional Diffusion Processes (Wiley Series in Probability and Statistics Book 901)

More Books

Identifiability In Stochastic Models (PROBABILITY AND MATHEMATICAL STATISTICS)

Identifiability In Stochastic Models (PROBABILITY AND MATHEMATICAL STATISTICS)

Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8)

Statistical Inference for Diffusion Type Processes (Kendall's Library of Statistics, 8)

Nonparametric Functional Estimation by B. L. S. Prakasa Rao (1983-01-01)

Nonparametric Functional Estimation by B. L. S. Prakasa Rao (1983-01-01)

Nonparametric Functional Estimation

Nonparametric Functional Estimation

Statistical Inference for Fractional Diffusion Processes by B. L. S. Prakasa Rao (2010-08-23)

Statistical Inference for Fractional Diffusion Processes by B. L. S. Prakasa Rao (2010-08-23)

Identifiability In Stochastic Models by B. L. S. Prakasa Rao (1988-09-03)

Identifiability In Stochastic Models by B. L. S. Prakasa Rao (1988-09-03)

Semimartingales and their Statistical Inference (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by B.L.S. Prakasa Rao (1999-05-11)

Semimartingales and their Statistical Inference (Chapman & Hall/CRC Monographs on Statistics & Applied Probability) by B.L.S. Prakasa Rao (1999-05-11)

First Course In Probability And Statistics, A

First Course In Probability And Statistics, A

Identifiability In Stochastic Models

Identifiability In Stochastic Models