Parameter Estimation in Fractional Diffusion Models by Kęstutis Kubilius, Yuliya Mishura, Kostiantyn Ralchenko.
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...
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Bibliographic Details
| Main Authors: |
Kubilius, Kęstutis
(Author),
Mishura, Yuliya
(Author),
Ralchenko, Kostiantyn
(Author) |
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| Corporate Author: |
SpringerLink (Online service) |
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| Format: | eBook
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| Language: | English |
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| Published: |
Cham :
Springer International Publishing : Imprint: Springer,
2017.
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| Edition: | 1st ed. 2017. |
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| Series: | Bocconi & Springer Series, Mathematics, Statistics, Finance and Economics,
8
Springer eBook Collection.
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| Subjects: | |
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| Online Access: | Click to view e-book
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| Holy Cross Note: | Loaded electronically.
Electronic access restricted to members of the Holy Cross Community. |
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