Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion by Corinne BerzinInference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion by Corinne Berzin

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

byCorinne Berzin, Alain Latour, José R. Le

Paperback | October 29, 2014

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Title:Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian MotionFormat:PaperbackDimensions:169 pages, 23.5 × 15.5 × 0.02 inPublished:October 29, 2014Publisher:Springer-Verlag/Sci-Tech/TradeLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:3319078747

ISBN - 13:9783319078748

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