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

Berzin, CorinneLatour, AlainLeón, José R.2018-12-062024-04-222018-12-062024-04-222014978-3-319-07875-5https://drs.ess.gov.et/handle/12345678/28230enNon-linear FunctionalsBrownian Motion IncrementsInference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian MotioBook