Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Author | : Corinne Berzin |
Publisher | : |
Total Pages | : 200 |
Release | : 2014-11-30 |
ISBN-10 | : 3319078763 |
ISBN-13 | : 9783319078762 |
Rating | : 4/5 (63 Downloads) |
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: