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Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes by B L S PRAKASA. RAO is a nonfiction available to read on EtoBox.

What is Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes about?

One of the important problems in studying stochastic phenomena is to develop stochastic models and understand their implications behind the phenomenon. Long range dependence is an important stochastic phenomena and it needs study of special type of stochastic processes for modelling. My earlier book on Statistical Inference for Fractional Diffusion Processes (2010) dealt with several aspects for modelling by fractional Brownian motion. This book will contain my work on parametric and nonparametric inference for processes driven by fractional processes such as fractional Brownian motion, mixed fractional Brownian motion, sub-fractional Brownian motion, alpha-stable noise, fractional Levy process and Gaussian processes.

Who reads Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes?

Author

B L S PRAKASA. RAO

Publisher

World Scientific Publishing Company

Published

2025

Language

EN

ISBN

9789819810789

Category

nonfiction

Subjects

Mathematics, Mathematical Statistics, Stem