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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
heftet,
2014,
Engelsk,
ISBN 9783319078748
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and …
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
e-bok,
2014,
Engelsk,
ISBN 9783319078755
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and …