[PDF.35kv] Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics)

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics)

[PDF.xd10] Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics)

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 | #2244869 in Books |  2014-10-16 |  2014-10-29 | Original language:English | PDF # 1 |  9.25 x.47 x6.10l,.0 | File type: PDF | 169 pages

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|| ||“I can recommend it to statisticians, specialists in probability and, in general, any person interested in simulations and algorithms for fBm. The book mainly develops estimation techniques for the Hurst parameter H and the local variance or volatility

This book is devoted to a number of stochastic models that display scale invariance. It primarily focuses on three issues: probabilistic properties, statistical estimation and simulation of the processes considered.

It will be of interest to probability specialists, who will find here an uncomplicated presentation of statistics tools and to those statisticians who wants to tackle the most recent theories in probability in order to develop Central Limit Theorems ...

You can specify the type of files you want, for your gadget.Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion (Lecture Notes in Statistics)   |  Corinne Berzin, Alain Latour, José R. León. A good, fresh read, highly recommended.

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