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B. L. S. Prakas Statistical Inference for Fractional Diff (Hardback) (US IMPORT) - Picture 1 of 1

Statistical Inference for Fractional Diffusion Processes by B. L. S. Prakasa Rao (Hardcover, 2010)

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In model building, statistical inference for stochastic processes is of great importance from both a theoretical and an applications point of view. Introduces self-similar processes, fractional Brownian motion and stochastic integration with respect to fractional Brownian motion.