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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics)

Name: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics)
Brand: Corinne Berzin
SKU: 2691268

Binding : Taschenbuch, Edition : 2014, Label : Springer, Publisher : Springer, medium : Taschenbuch, numberOfPages : 200, publicationDate : 2014-10-29, releaseDate : 2014-10-29, authors : Corinne Berzin, languages : english, ISBN : 3319078747

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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics)