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
收藏
页码：1145 / 1175
页数：30
相关论文
共 50 条
12345