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Advances In Statistical Inference For Processes Driven By Fractional Processes: Inference For Fractional Processes by B L S Prakasa Rao (Cr Rao Advanced Institute Of Mathematics, India) at Abbey's Bookshop,
Advances In Statistical Inference For Processes Driven By Fractional Processes: Inference For Fractional...
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B L S Prakasa Rao (Cr Rao Advanced Institute Of Mathematics, India)

Advances In Statistical Inference For Processes Driven By Fractional Processes

Inference For Fractional Processes

B L S Prakasa Rao (Cr Rao Advanced Institute Of Mathematics, India)

$457.95   $366.05

Hardback

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English
World Scientific Publishing Co Pte Ltd
11 August 2025
Probability & statistics; Stochastics
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.
By:  
Imprint:   World Scientific Publishing Co Pte Ltd
Country of Publication:   Singapore
ISBN:   9789819810789
ISBN 10:   9819810787
Pages:   584
Publication Date:  
Audience:   College/higher education ,  Professional and scholarly ,  Primary ,  Undergraduate
Format:   Hardback
Publisher's Status:   Active

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