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Inference On The Hurst Parameter And The Variance Of Diffusions Driven By Fractional Brownian Motion eBook
language: english
Publisher:
Springer International Publishing, October of 2014 ‧
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Ebook for ADE
SYNOPSIS
The models studied are fractional Brownian motions and processes that derive from them through stochastic differential equations.Concerning the proofs of the limit theorems, the “Fourth Moment Theorem†is systematically used, as it produces rapid and helpful proofs that can serve as models for the future.
DETAILS
| Property | Description |
|---|---|
| ISBN: | 9783319078755 |
| Publisher: | Springer International Publishing |
| Release Date: | October of 2014 |
| Language: | English |
| Format: | eBook |
| File Format and Compatibility: | PDF para ADE |
| Collection: | Lecture Notes In Statistics |
| Categories: |
eBooks in English
>
Science
>
Mathematics
eBooks in English > Economics, Finance and Accounting > Economy |
| EAN: | 9783319078755 |
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