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Inference on the Hurst parameter and...

Berzin, Corinne.

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Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion

Record Type:	Electronic resources : Monograph/item
Title/Author:	Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion/ by Corinne Berzin, Alain Latour, Jose R. Leon.
Author:	Berzin, Corinne.
other author:	Latour, Alain.
Published:	Cham :Springer International Publishing : : 2014.,
Description:	xxviii, 169 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Brownian motion processes. -
Online resource:	http://dx.doi.org/10.1007/978-3-319-07875-5
ISBN:	9783319078755 (electronic bk.)

Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
Berzin, Corinne.

Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion[electronic resource] /by Corinne Berzin, Alain Latour, Jose R. Leon. - Cham :Springer International Publishing :2014. - xxviii, 169 p. :ill. (some col.), digital ;24 cm. - Lecture notes in statistics,2160930-0325 ;. - Lecture notes in statistics ;205..

ISBN: 9783319078755 (electronic bk.)Subjects--Topical Terms:

646794
Brownian motion processes.

Dewey Class. No.: 519.233

Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
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100 1 $a Berzin, Corinne. $3 2108885
245 1 0 $a Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion $h [electronic resource] / $c by Corinne Berzin, Alain Latour, Jose R. Leon.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2014.
300 $a xxviii, 169 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Lecture notes in statistics, $x 0930-0325 ; $v 216
650 0 $a Brownian motion processes. $3 646794
650 0 $a Analysis of variance. $3 516400
650 1 4 $a Statistics. $3 517247
650 2 4 $a Statistical Theory and Methods. $3 891074
650 2 4 $a Probability Theory and Stochastic Processes. $3 891080
650 2 4 $a Simulation and Modeling. $3 890873
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 891081
650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 1005896
700 1 $a Latour, Alain. $3 2108886
700 1 $a Leon, Jose R. $3 2108887
710 2 $a SpringerLink (Online service) $3 836513
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830 0 $a Lecture notes in statistics ; $v 205. $3 1567146
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-07875-5
950 $a Mathematics and Statistics (Springer-11649)