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Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes by B L S PRAKASA. RAO ISBN 9789819810789, 9819810787 instant download

  • SKU: EBN-238060868
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Instant download (eBook) Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes after payment.
Authors:B L S PRAKASA. RAO
Pages:548 pages
Year:2025
Edition:1
Publisher:World Scientific Publishing Company
Language:english
File Size:9.01 MB
Format:pdf
ISBNS:9789819810789, 9819810787
Categories: Ebooks

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Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes by B L S PRAKASA. RAO ISBN 9789819810789, 9819810787 instant download

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.
*Free conversion of into popular formats such as PDF, DOCX, DOC, AZW, EPUB, and MOBI after payment.

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