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

EISBN:9783319078755
PISBN:9783319078748
出版社:Springer International Publishing
出版类型:Monograph
出版时间:2014
作者:Corinne Berzin,Alain Latour,José R. León
主题词:Statistical Theory and Methods,Probability Theory and Stochastic Processes,Simulation and Modeling,Statistics for Business/Economics/Mathematical Finance/Insurance,Statistics for Engineering,Physics,Computer Science,Chemistry and Earth Sciences
语种:英语
所属数据库:SpringerLink电子图书
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