Search Results for: Inference On The Hurst Parameter And The Variance Of Diffusions Driven By Fractional Brownian Motion

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

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

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:


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

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Language: en
Pages: 200

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

Authors: Corinne Berzin
Categories:
Type: BOOK - Published: 2014-11-30 - Publisher:

DOWNLOAD EBOOK

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Language: en
Pages: 195

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

Authors: Corinne Berzin
Categories: Mathematics
Type: BOOK - Published: 2014-10-15 - Publisher: Springer

DOWNLOAD EBOOK

This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical
Parameter Estimation in Fractional Diffusion Models
Language: en
Pages: 403

Parameter Estimation in Fractional Diffusion Models

Authors: Kęstutis Kubilius
Categories: Mathematics
Type: BOOK - Published: 2018-01-04 - Publisher: Springer

DOWNLOAD EBOOK

This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Browni
Advances in Probability and Mathematical Statistics
Language: en
Pages: 178

Advances in Probability and Mathematical Statistics

Authors: Daniel Hernández‐Hernández
Categories: Mathematics
Type: BOOK - Published: 2021-11-14 - Publisher: Springer Nature

DOWNLOAD EBOOK

This volume contains papers which were presented at the XV Latin American Congress of Probability and Mathematical Statistics (CLAPEM) in December 2019 in Méri
Basic Theory
Language: en
Pages: 490

Basic Theory

Authors: Anatoly Kochubei
Categories: Mathematics
Type: BOOK - Published: 2019-02-19 - Publisher: Walter de Gruyter GmbH & Co KG

DOWNLOAD EBOOK

This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first