Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics, 216)

Berzin, Corinne; Latour, Alain; León, José R.

ISBN 10: 3319078747 ISBN 13: 9783319078748
Published by Springer, 2014
Language: English
Condition: New Soft cover

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