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Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion [electronic resource] / Corinne Berzin, Alain Latour, José R. León.

Berzin, Corinne, author.; Latour, Alain, author.; León, José Rafael, author.
2014
QA274.75
Available Online
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Title
Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion [electronic resource] / Corinne Berzin, Alain Latour, José R. León.
Author
Berzin, Corinne, author.
ISBN
9783319078755 electronic book
3319078755 electronic book
9783319078748
Published
Cham : Springer, [2014]
Copyright
©2014
Language
English
Description
1 online resource (xxviii, 169 pages) : illustrations (some color).
Call Number
QA274.75
Dewey Decimal Classification
519.2/33
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed November 6, 2014).
Added Author
Latour, Alain, author.
León, José Rafael, author.
Series
Lecture notes in statistics (Springer-Verlag) ; 216.
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1. Introduction
2. Preliminaries
3. Estimation of the Parameters
4. Simulation Algorithms and Simulation Studies
5. Proofs of all the results
A. Complementary Results
A.1. Introduction
A.2. Proofs
B. Tables and Figures Related to the Simulation Studies
C. Some Pascal Procedures and Functions
References
Index.

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