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Download this eBook 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

Corinne Berzin , Alain Latour , José R. León
Springer

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 simulation of the processes considered.It will be of interest to...
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70,67



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