Fractional Processes and Their Statistical Inference: An Overview

被引：0

作者：

B. L. S. Prakasa Rao

机构：

[1] CR Rao Advanced Institute of Mathematics,

[2] Statistics and Computer Science,undefined

来源：

Journal of the Indian Institute of Science | 2022年 / 102卷

关键词：

Fractional Brownian motion; Fractional Lévy process; Fractional Poisson process; Mixed fractional Brownian motion; Sub-fractional Brownian motion; Primary 60G22;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We give an overview of properties of fractional processes such as fractional Brownian motion, mixed fractional Brownian motion, sub-fractional Brownian motion, fractional Lévy process , fractional Poisson process and present a short review of problems of statistical inference for processes driven by fractional processes.

引用

页码：1145 / 1175

页数：30

共 50 条

[1] Fractional Processes and Their Statistical Inference: An Overview
Rao, B. L. S. Prakasa
JOURNAL OF THE INDIAN INSTITUTE OF SCIENCE, 2022, 102 (04) : 1145 - 1175
[2] Statistical inference in discretely observed fractional Ornstein-Uhlenbeck processes
Li, Yicun
Teng, Yuanyang
CHAOS SOLITONS & FRACTALS, 2023, 177
[3] Statistical inference for SPDEs: an overview
Cialenco I.
Statistical Inference for Stochastic Processes, 2018, 21 (2) : 309 - 329
[4] Statistical inference with fractional Brownian motion
Kukush A.
Mishura Y.
Valkeila E.
Statistical Inference for Stochastic Processes, 2005, 8 (1) : 71 - 93
[5] Statistical inference for quantum processes
Holevo, A.S.
Lecture Notes in Physics, 1991, (378):
[6] STATISTICAL INFERENCE + STOCHASTIC PROCESSES
BLUM, JR
AMERICAN MATHEMATICAL MONTHLY, 1964, 71 (09): : 1069 - &
[7] Statistical Inference for Stochastic Processes
Statistical Inference for Stochastic Processes, 2001, 4 (2) : 1 - 2
[8] Statistical Inference for Renewal Processes
Comte, F.
Duval, C.
SCANDINAVIAN JOURNAL OF STATISTICS, 2018, 45 (01) : 164 - 193
[9] Statistical Inference for Stochastic Processes
Denis Bosq
Statistical Inference for Stochastic Processes, 1999, 2 (1) : 99 - 104
[10] Stochastic processes and statistical inference
不详
SKANDINAVISK AKTUARIETIDSKRIFT, 1950, 33 (3-4): : 225 - 227

← 1 2 3 4 5 →