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Télécharger le livre : Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Corinne Berzin , Alain Latour , José R. León
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...
Editeur : Springer
Parution : 2014-10-15
Collection : Lecture Notes in Statistics
Format(s) : ePub
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