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León, José R.
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Inference on the Hurst Parameter and the variance of diffusions driven by fractional Brownian motion, 2014:
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t.p. (José R. León) verso (Escuela de Matemática, Facultad de Ciencias, Universidad Central de Venezuela, Caracas, Venezuela)
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2019761221
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inferenceonthehurstparameterandthevarianceofdiffusionsdrivenbyfractionalbrownianmotion
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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion /
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eng
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1
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919
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inferenceonthehurstparameterandthevarianceofdiffusionsdrivenbyfractionalbrownianmotion
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Inference on the Hurst Parameter and the variance of diffusions driven by fractional Brownian motion, 2014:
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978-33190
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springer international publishing imprint springer
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Springer International Publishing:
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Imprint: Springer,
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