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Parameter estimation in fractional diffusion models
This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial market...
| Autores principales: | , , |
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| Lenguaje: | eng |
| Publicado: |
Springer
2017
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| Materias: | |
| Acceso en línea: | https://dx.doi.org/10.1007/978-3-319-71030-3 http://cds.cern.ch/record/2303140 |