Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
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 probability specialists, who will find here an uncomplicat...
| Published in: | Springer eBooks |
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| Main Authors: | , , |
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2014.
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| Series: | Lecture Notes in Statistics,
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| Subjects: | |
| Online Access: | http://dx.doi.org/10.1007/978-3-319-07875-5 Перейти в каталог НБ ТГУ |