TY  - BOOK
AU  - Prakasa Rao,B.L.S.
ED  - ebrary, Inc.
TI  - Statistical inference for fractional diffusion processes
T2  - Wiley series in probability and statistics
AV  - QA314 .P73 2010eb
U1  - 515/.83 22
PY  - 2010///
CY  - Chichester, U.K.
PB  - John Wiley & Sons
KW  - Fractional calculus
KW  - Probabilities
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references (p. [239]-249) and index; Electronic reproduction; Palo Alto, Calif.; ebrary; 2011; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
N2  - "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"--
UR  - http://site.ebrary.com/lib/daystar/Doc?id=10392959
ER  -