All ebooks by Alain Latour in EPUB

Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion

Corinne Berzin , Alain Latour , José R. León

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...