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Inference On The Hurst Parameter And The Variance Of Diffusions Driven By Fractional Brownian Motion
idioma: inglês
Editor:
Springer International Publishing AG, outubro de 2014 ‧
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SINOPSE
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.
DETALHES
| Propriedade | Descrição |
|---|---|
| ISBN: | 9783319078748 |
| Editor: | Springer International Publishing AG |
| Data de Lançamento: | outubro de 2014 |
| Idioma: | Inglês |
| Dimensões: | 158 x 235 x 11 mm |
| Encadernação: | Capa mole |
| Páginas: | 169 |
| Tipo de produto: | Livro |
| Coleção: | Lecture Notes In Statistics |
| Classificação Temática: |
Livros em Inglês
>
Ciências Exatas e Naturais
>
Matemática
|
| EAN: | 9783319078748 |
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