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Advances Statistic Inference Process Driven Fraction Process
Hardcover
ISBN13: 9789819810789
Publisher: World Scientific Publishing Company
Published: Jul 18 2025
Pages: 584
Weight: 2.08
Height: 1.25 Width: 6.00 Depth: 9.00
Language: English
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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