Advances in Statistical Inference for Processes Driven by Fractional Processes Inference for Fractional Processes (True ) | 2.04 MB
Title: Advances in Statistical Inference for Processes Driven by Fractional Processes: Inference for Fractional Processes
Author: B L S Prakasa Rao
Category: Nonfiction, Science & Nature, Mathematics, Probability, Statistics
Language: English | 517 Pages | ISBN: 9789819810802
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.
Readership: Graduate students and researchers in probability, statistics as well as in some branches of physics.
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.
Readership: Graduate students and researchers in probability, statistics as well as in some branches of physics.
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