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Parameter Estimation in Fractional Diffusion Models

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Attention for Chapter 3: Estimation of the Hurst Index from the Solution of a Stochastic Differential Equation
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Chapter title
Estimation of the Hurst Index from the Solution of a Stochastic Differential Equation
Chapter number 3
Book title
Parameter Estimation in Fractional Diffusion Models
Published by
Springer, Cham, January 2017
DOI 10.1007/978-3-319-71030-3_3
Book ISBNs
978-3-31-971029-7, 978-3-31-971030-3
Authors

Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko, Kubilius, Kęstutis, Mishura, Yuliya, Ralchenko, Kostiantyn