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

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

Table of Contents

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    Book Overview
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    Chapter 1 Introduction
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    Chapter 2 Preliminaries
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    Chapter 3 Estimation of the Parameters
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    Chapter 4 Simulation Algorithms and Simulation Studies
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    Chapter 5 Proofs of All the Results
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    Chapter 6 Complementary Results
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    Chapter 7 Tables and Figures Related to the Simulation Studies
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    Chapter 8 Some Pascal Procedures and Functions
Attention for Chapter 1: Introduction
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