Advances In Statistical Inference For Processes Driven By Fractional Processes: Inference For Fractional Processes
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A01=B L S Prakasa Rao
Alpha-Stable Noise
Author_B L S Prakasa Rao
Bayes Estimation
Berry-Esseen Type Bound
Category=PBT
Category=PBWL
Cusp-Type Signal
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
Estimation of Change Point
Estimation of Linear Multiplier
Estimation of Trend
European Option
Fractional Brownian Motion
Fractional Levy Process
Fractional Ornstein-Uhlenbeck Type Process
Fractional Processes
Geometric Asian Option
Infinite Dimensional Fractional Brownian Motion
Infinite Dimensional Fractional Process
Instrument Variable Estimation
Kalman-Bucy Filter
Large Deviation
Linear Systems
Local Asymptotic Normality
Maximal Inequalities
Maximum Likelihood Estimation
Misspecification
Misspecified Cusp-Type Signal
Mixed Fractional Brownian Motion
Mixed Fractional Vasicek Model
Navier-Stokes Equation
Nonparametric Inference
Optimal Estimation
Parametric Inference
Singularity of Measures
Statistical Inference
Stochastic Differential Equation
Stochastic Model
Stochastic Model in Finance
Stochastic Partial Differential Equations
Sub-Fractional Brownian Motion
Switching Fractional Diffusion Process
Product details
- ISBN 9789819810789
- Publication Date: 11 Aug 2025
- Publisher: World Scientific Publishing Co Pte Ltd
- Publication City/Country: SG
- Product Form: Hardback
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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.
