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Parameter Estimation for Stochastic Differential Equations Driven by Fractional Processes

Program

Fulbright Visiting Scholar Program

Program Country

Grant Activity Type

Research

Discipline

Specialization

Statistics

Academic Year

Dates

January 2014 - July 2014

Flex

No

Scholar type

Non-U.S. (Visiting) Scholar

Project Title

Parameter Estimation for Stochastic Differential Equations Driven by Fractional Processes

Scholar Information

Grantee

Khalifa Es Sebaiy

Title

Assistant Professor

Institution

National School of Applied Sciences - Marrakesh, Cadi Ayyad University

Host Institutions

Institution

Purdue University

Faculty

Frederi Viens

Host Department

Department of Statistics