Advances In Statistical Inference For Processes Driven By Fractional Processes - Inference For Fractional Processes

Taming Fractals: Statistical Inference for Processes Driven by Fractional Dynamics

One of the most crucial tasks in analyzing stochastic phenomena is crafting stochastic models that capture the underlying dynamics. Long-range dependence stands out as a significant stochastic characteristic, demanding specialized stochastic processes for effective modeling. Building upon previous work in “Statistical Inference for Fractional Diffusion Processes (2010),” this book delves into parametr…