2014 | Buch

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

Buchreihe: Lecture Notes in Statistics

Autoren: Corinne Berzin, Alain Latour, José R. León

Verlag: Springer International Publishing

Print ISBN: 978-3-319-07874-8

Electronic ISBN: 978-3-319-07875-5