Wiley.com
Print this page Share

Statistical Inference for Fractional Diffusion Processes

B. L. S. Prakasa Rao
ISBN: 978-0-470-66568-8
Hardcover
280 pages
August 2010
List Price: US $134.25
Government Price: US $77.40
Enter Quantity:   Buy
Statistical Inference for Fractional Diffusion Processes (0470665688) cover image

"Provides a comprehensive review of statistical inference for processes driven by fractional Brownian motion for modeling long range dependence." (Bulletin Bibliographique, 2011)

 

Related Titles

More From This Series

Continuous Multivariate Distributions, Volume 1: Models and Applications, 2nd Edition
by Samuel Kotz, Narayanaswamy Balakrishnan, Norman L. Johnson
Measurement Errors in Surveys
by Paul P. Biemer (Editor), Robert M. Groves (Editor), Lars E. Lyberg (Editor), Nancy A. Mathiowetz (Editor), Seymour Sudman (Editor)
Fourier Analysis of Time Series: An Introduction, 2nd Edition
by Peter Bloomfield
Statistical Methods for Forecasting
by Bovas Abraham, Johannes Ledolter
Regression Diagnostics: Identifying Influential Data and Sources of Collinearity
by David A. Belsley, Edwin Kuh, Roy E. Welsch

Models

Multi-armed Bandit Allocation Indices, 2nd Edition
by John Gittins, Kevin Glazebrook, Richard Weber
Statistical Modelling Using Genstat
by K. J. McConway, M. C. Jones, P. C. Taylor
An Introduction to Statistical Modelling
by W. J. Krzanowski
Statistical Inference for Diffusion Type Processes: Kendall's Library of Statistics 8
by B.L.S. Prakasa Rao
Multilevel Statistical Models, 4th Edition
by Harvey Goldstein
Back to Top