Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

MLA

Berzin, Corinne, Alain Latour, and José R León. Inference On the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion. Springer International Publishing, 2014.

APA

Berzin, C., Latour, A., & León, J. R. (2014). Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion. Springer International Publishing.

Chicago

Berzin, Corinne, Alain Latour, and José R León. Inference On the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion. : Springer International Publishing, 2014.