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

by Corinne Berzin, Alain Latour, José R. León

statistics Probability Stochastic Processes
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This specialized volume explores inference on the Hurst parameter and diffusion variance in models driven by fractional Brownian motion. Part of the Lecture Notes in Statistics series, it provides a focused resource for readers studying mathematical statistics, probability, and diffusion-based models.

About This Book

This volume examines inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion.

It is situated within mathematical statistics and probability, with emphasis on diffusion models and fractional Brownian motion.

Designed for readers interested in advanced statistical theory, the book offers a specialized treatment of its stated topics.

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