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Statistical Inference for Fractional Diffusion Processes
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 pa...
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| Lenguaje: | eng |
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John Wiley & Sons Ltd
2010
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| Acceso en línea: | http://cds.cern.ch/record/1315108 |