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

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Attention for Chapter 7: Tables and Figures Related to the Simulation Studies
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Chapter title
Tables and Figures Related to the Simulation Studies
Chapter number 7
Book title
Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Published by
Springer, Cham, January 2014
DOI 10.1007/978-3-319-07875-5_7
Book ISBNs
978-3-31-907874-8, 978-3-31-907875-5
Authors

Corinne Berzin, Alain Latour, José R. León