Parameter Estimation in Fractional Stochastic Differential Equations - Synthesis Lectures on Mathematics & Statistics - Jaya P.N. Bishwal - Books - Springer Nature Switzerland AG - 9783032220110 - August 10, 2026
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Parameter Estimation in Fractional Stochastic Differential Equations - Synthesis Lectures on Mathematics & Statistics

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This book discusses long memory and long range dependence for continuous time financial models. While traditional models are Markovian, which have short memory, models with long memory have not been focused on and only studied in the discrete time series modeling context.

Media Books     Hardcover Book   (Book with hard spine and cover)
To be released August 10, 2026
ISBN13 9783032220110
Publishers Springer Nature Switzerland AG
Pages 361
Dimensions 150 × 220 × 20 mm   ·   574 g   (Weight (estimated))

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