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

Full text!
Type:
e-book
Titel:
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Auteur:
Berzin, Corinne; Latour, Alain; León, José R.
Taal:
Engels
Uitgever:
Springer International Publishing 2014
ISBN:
3-319-07874-7
3-319-07875-5
Permalink:
http://bibtest.howest.be/catalog/ebk03:3710000000262027