Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional ... (Bog, Paperback / softback, Engelsk)
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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

(Bog, Paperback / softback, Engelsk)
Forfattere: Corinne Berzin, Alain Latour, Jose R. Leon
Forlag: Springer International Publishing AG

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Beskrivelse

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.

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Alle detaljer

Forlag Springer International Publishing AG
Forfattere Corinne Berzin, Alain Latour, Jose R. Leon
Type Bog
Format Paperback / softback
Sprog Engelsk
Udgave 2014 ed.
Udgivelsesdato 29-10-2014
Første udgivelsesår 2014
Serie Lecture Notes in Statistics
Illustrationer 17 Illustrations, color; 9 Illustrations, black and white
Originalsprog Switzerland
Sideantal 169
Indbinding Paperback / softback
Forlag Springer International Publishing AG
Sideoplysninger 169 pages, 17 Illustrations, color; 9 Illustrations, black and white
Mål 235 x 158 x 11
ISBN-13 / EAN-13 9783319078748