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Advances In Statistical Inference For Processes Driven By Fractional Processes Inference For Fractional Processes 1st Edition B L S Prakasa Rao

  • SKU: BELL-238060868
Advances In Statistical Inference For Processes Driven By Fractional Processes Inference For Fractional Processes 1st Edition B L S Prakasa Rao
$ 35.00 $ 45.00 (-22%)

4.1

40 reviews

Advances In Statistical Inference For Processes Driven By Fractional Processes Inference For Fractional Processes 1st Edition B L S Prakasa Rao instant download after payment.

Publisher: World Scientific Publishing Company
File Extension: PDF
File size: 9.01 MB
Pages: 548
Author: B L S PRAKASA. RAO
ISBN: 9789819810789, 9819810787
Language: English
Year: 2025
Edition: 1

Product desciption

Advances In Statistical Inference For Processes Driven By Fractional Processes Inference For Fractional Processes 1st Edition B L S Prakasa Rao by B L S Prakasa. Rao 9789819810789, 9819810787 instant download after payment.

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.

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