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ADVANCES STATISTIC INFERENCE PROCESS DRIVEN FRACTION PROCESS

By B L S Prakasa Rao

ADVANCES STATISTIC INFERENCE PROCESS DRIVEN FRACTION PROCESS

By B L S Prakasa Rao

0 - Default Title
Description
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.
Product details
Number of Pages:
584
Release Date:
2025-08-08
Publication Date:
2025-07-18
Publisher:
World Scientific
Languages:
Original: English
ISBN10:
9819810787
ISBN13:
9789819810789
Weight:
985 g
Height:
157 cm
Width:
235 cm
Thickness:
36 cm
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