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

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dc.contributor.authorBerzin, Corinne
dc.contributor.authorLatour, Alain
dc.contributor.authorLeón, José R.
dc.date.accessioned2018-12-06T08:07:43Z
dc.date.accessioned2024-04-22T11:11:08Z
dc.date.available2018-12-06T08:07:43Z
dc.date.available2024-04-22T11:11:08Z
dc.date.issued2014
dc.identifier.isbn978-3-319-07875-5
dc.identifier.urihttps://drs.ess.gov.et/handle/12345678/28230
dc.language.isoenen_US
dc.publisherSpringeren_US
dc.subjectNon-linear Functionalsen_US
dc.subjectBrownian Motion Incrementsen_US
dc.titleInference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motioen_US
dc.typeBooken_US

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