Parameter Estimation in Fractional Diffusion Models

Name: Parameter Estimation in Fractional Diffusion Models
Brand: Springer Nature
SKU: 9783319710297
Availability: InStock

Parameter Estimation in Fractional Diffusion Models

Brand

Springer Nature

Manufacturer

N/A

Part Number

GTIN

9783319710297

Condition

New

0 Reviews

0 Questions | 0 Answers

Product Description

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is white, i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-term or short-term dependences, i.e., the correlations of random noise in these processes are non-zero, and slowly or rapidly decrease with time. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion. Therefore, the book constructs diffusion models with memory and provides simple and suitable parameter estimation methods in these models, making it a valuable resource for all researchers in this field. The book is addressed to specialists and researchers in the theory and statistics of stochastic processes, practitioners who apply statistical methods of parameter estimation, graduate and post-graduate students who study mathematical modeling and statistics.

Available Colors

N/A

Available Sizes

N/A

1 Offer Price Range: $99.00 - $99.00

BEST PRICE

Single Product Purchase

$89.10

@ Link.springer.com with extra coupon Get Coupon & BUY

Price Comparison

Seller	Contact Seller	List Price	On Sale	Shipping	Best Promo	Final Price	Volume Discount	Financing	Availability	Seller's Page
BEST PRICE 1 Product Purchase @ Link.springer.com Rate Seller This functionality is for registered users only. Go to Login/Register		$99.00	$99.00		10% OFF This deals requires coupon Get Code Here your10off @ Link.springer.com Deals Ends 31/08/2025	$89.10		See Site	In stock	Visit Store