Languages
Berzin, Corinne.
Overview
| Works: | 2 works in 1 publications in 1 languages | |
|---|---|---|
Titles
Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
by:
Berzin, Corinne.; Latour, Alain.; Leon, Jose R.; SpringerLink (Online service)
(Electronic resources)
Subjects
Probability Theory and Stochastic Processes.
Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.
Statistical Theory and Methods.
Statistics for Business/Economics/Mathematical Finance/Insurance.
Analysis of variance.
Statistics.
Simulation and Modeling.
Brownian motion processes.