Advances in Statistical Inference for Processes Driven by Fractional Processes – Inference for Fractional Processes
Author:B L S Prakasa Rao (Author)
Publisher finelybook 出版社: World Scientific Publishing Company
Publication Date 出版日期: 2025-08-11
Language 语言: English
Print Length 页数: 584 pages
ISBN-10: 9819810787
ISBN-13: 9789819810789
Book Description
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.
About the Author
B L S Prakasa Rao is an Indian Statistician. He was born on October 6, 1942 in Porumamilla, Kadapa District, Andhra Pradesh. He completed his BA (Honours) Degree equivalent to M.A. in Mathematics from the Andhra University, India in the year 1960 with a record-breaking performance and moved to the Indian Statistical Institute, Kolkata where he completed his M.Stat degree in Statistics in 1962. He graduated with a PhD in Statistics from the Michigan State University, USA in 1966 under the supervision of Prof. Herman Rubin. Professor Prakasa Rao’s major research interests are in the areas of Stochastic Processes, Stochastic Inequalities, Characterizations of Distributions and Limit Theorems in probability and in the areas of Parametric and Nonparametric inference and Inference for Stochastic Processes in Statistics. Professor Prakasa Rao has published more than three hundred articles in national and international journals and had authored and edited eighteen books in the areas of statistics and probability. He has reviewed more than seventy books and delivered more than hundred invited lectures in national and international conferences. He has visited several universities all over the world during more than thirty academic visits abroad. Professor Prakasa Rao was the Editor-in-Chief of Sankhya Series A and Sankhya Series B during the years 2012–2015 and was a member of the editorial boards of several national and international journals over the years. Professor Prakasa Rao worked at the Indian Institute of Technology, Kanpur during 1968–76 and later moved to the Indian Statistical Institute, New Delhi. He was a Professor and later a Distinguished Scientist at the Indian Statistical Institute during the period 1976–2004 and was the Director of Indian Statistical Institute from 1992–95. He was a Research Associate at the University of Montreal in Canada during 1973–75 and has held visiting professorships at the University of California, Berkeley, University of Illinois, University of Wisconsin, Purdue University, University of California, Davis and the University of Iowa in USA over the years. He was also the Jawaharlal Nehru Chair Professor (2006–2008) and Dr. Homi Bhabha Chair Professor (2008–2012) at the University of Hyderabad and the Ramanujan Chair Professor (2012–2017) at the CR Rao Advanced Institute of Mathematics, Statistics and Computer Science, Hyderabad. He is presently an Emeritus Professor of the Indian Statistical Institute and an INSA Honorary Scientist at the CR Rao Advanced Institute of Mathematics, Statistics and Computer Science, Hyderabad. Professor Prakasa Rao received the Shanti Swarup Bhatnagar Prize for Science and technology in Mathematical Sciences in 1982 from the Government of India, Outstanding Alumni Award from the Michigan State University, USA in 1996 and the National Award for Outstanding and meritorious work in Statistics in memory of P V Sukhatme in 2008 from the Ministry of Statistics and Program Implementation, Government of India. Professor Prakasa Rao also received the “Lifetime Achievement Awards” from the “Indian Association for Reliability and Statistics” in 2015 and by the “Indian Society for Probability and Statistics” in 2022. He is an elected Member of the International Statistical Institute (1982), an elected Fellow of the Institute of Mathematical Statistics, USA (1983), Indian National Science Academy (1984), Indian Academy of Sciences (1992), National Academy of Sciences (1992) and the Andhra Pradesh Academy of Sciences (2012).
