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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 in |
Bocconi & Springer Series, 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 |