Name: Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes (en Inglés)
SKU: 64492551
Price: 201.88 USD
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Author: B L S Prakasa Rao

portada Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes (en Inglés)

Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes (en Inglés)

Formato

Libro Físico

Editorial

World Scientific Publishing Company

Autor

B L S Prakasa Rao

Idioma

Inglés

N° páginas

584

Encuadernación

Tapa Dura

ISBN13

9789819810789

Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes (en Inglés)

B L S Prakasa Rao (Autor) · World Scientific Publishing Company · Tapa Dura

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Reseña del libro "Advances in Statistical Inference for Processes Driven by Fractional Processes - Inference for Fractional Processes (en Inglés)"

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.