Statistical Inference for Fractional Diffusion Processes

Statistical Inference for Fractional Diffusion Processes

Volumn , Issue , 2010, Pages 1-263

  Rao, B L S Prakasa ^a  

^a UNIVERSITY OF HYDERABAD   (India)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFUSION; MODEL BUILDINGS; STATISTICS; STOCHASTIC MODELS; STOCHASTIC SYSTEMS;

FRACTIONAL BROWNIAN MOTION; FRACTIONAL DIFFUSION; INFINITE DIMENSIONAL; LONG RANGE DEPENDENCE; NONPARAMETRIC INFERENCE; SELF-SIMILAR PROCESS; STATISTICAL INFERENCE; STOCHASTIC INTEGRATION;

BROWNIAN MOVEMENT;

EID: 84865625396     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9780470667125     Document Type: Book

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