Inference On The Hurst Parameter And The Variance Of Diffusions Driven By Fractional Brownian Motion

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

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
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Total Pages : 200
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ISBN-10 : 3319078763
ISBN-13 : 9783319078762
Rating : 4/5 (762 Downloads)
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Book Synopsis Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion by : Corinne Berzin

Download or read book Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion written by Corinne Berzin and published by . This book was released on 2014-11-30 with total page 200 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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