Advances In Statistical Inference For Processes Driven By Fractional Processes: Inference For Fractional Processes
Book Details
Format
Hardback or Cased Book
ISBN-10
9819810787
ISBN-13
9789819810789
Publisher
World Scientific Publishing Co Pte Ltd
Imprint
World Scientific Publishing Co Pte Ltd
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Aug 11th, 2025
Print length
584 Pages
Product Classification:
Probability & statisticsProbability and statisticsStochastics
Ksh 27,900.00
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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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