Alain Latour: 1 book
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Language: English
Release Date: October 15, 2014
This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered.
It will be of interest to probability specialists, who will find here an uncomplicated...
