↓ Skip to main content

Parameter Estimation in Fractional Diffusion Models

Overview of attention for book
Attention for Chapter 2: The Hurst Index Estimators for a Fractional Brownian Motion
Altmetric Badge

Citations

dimensions_citation
46 Dimensions

Readers on

mendeley
1 Mendeley
You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output. Click here to find out more.
Chapter title
The Hurst Index Estimators for a Fractional Brownian Motion
Chapter number 2
Book title
Parameter Estimation in Fractional Diffusion Models
Published by
Springer, Cham, January 2017
DOI 10.1007/978-3-319-71030-3_2
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