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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

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Title
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Published by
Springer International Publishing, January 2014
DOI 10.1007/978-3-319-07875-5
ISBNs
978-3-31-907874-8, 978-3-31-907875-5
Authors

Berzin, Corinne, Latour, Alain, León, José R., Corinne Berzin, Alain Latour, José R. León

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