Home Hardcover Books Advances Statistic Inference Process Driven Fraction Process

Advances Statistic Inference Process Driven Fraction Process

by Rao B L S Prakasa

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Book Overview One of the important problems in studying stochastic phenomena is to develop stochastic models and understand their implications behind t...

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.

Book Details Format: Hardcover | Pages: 584 | Language: English | Publisher: WORLD SCIENTIFIC PUB CO INC | ISBN: 9819810787
FormatHardcover
Pages584
LanguageEnglish
ISBN9819810787
EAN9789819810789
PublisherWORLD SCIENTIFIC PUB CO INC
Publication Date2025-07-18
AccessoriesNo Accessory
ConditionNew
Product TypeHARD COVER BOOKS
Weight2.08 Pounds
Length9.0 Inches
Width6.0 Inches
Height1.25 Inches
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