Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Author | : Corinne Berzin |
Publisher | : |
Total Pages | : 200 |
Release | : 2014-11-30 |
ISBN-13 | : 3319078763 |
ISBN-10 | : 9783319078762 |
Rating | : 4/5 (62 Downloads) |
Book Synopsis Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion by : Corinne Berzin
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