國立高雄大學圖資館 |

Language: English

Back

Inference on the Hurst parameter and...

Berzin, Corinne.

Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion

Record Type:	Electronic resources : Monograph/item
Title/Author:	Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motionby Corinne Berzin, Alain Latour, Jose R. Leon.
Author:	Berzin, Corinne.
other author:	Latour, Alain.
Published:	Cham :Springer International Publishing :2014.
Description:	xxviii, 169 p. :ill. (some col.), digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Brownian motion processes.
Online resource:	http://dx.doi.org/10.1007/978-3-319-07875-5
ISBN:	9783319078755 (electronic bk.)

Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
Berzin, Corinne.

Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion[electronic resource] /by Corinne Berzin, Alain Latour, Jose R. Leon. - Cham :Springer International Publishing :2014. - xxviii, 169 p. :ill. (some col.), digital ;24 cm. - Lecture notes in statistics,2160930-0325 ;. - Lecture notes in statistics ;205..

ISBN: 9783319078755 (electronic bk.)Subjects--Topical Terms:

183837
Brownian motion processes.

Dewey Class. No.: 519.233

Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion
LDR:00919nmm a2200253 a 4500 001 447344
003 DE-He213
005 20150309141554.0
006 m d
007 cr nn 008maaau
008 150324s2014 gw s 0 eng d
020 $a 9783319078755 (electronic bk.)
020 $a 9783319078748 (paper)
035 $a 978-3-319-07875-5
040 $a GP $c GP
041 0 $a eng
082 0 4 $a 519.233 $2 23
090 $a QA274.75 $b .B553 2014
100 1 $a Berzin, Corinne. $3 701773
245 1 0 $a Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion $h [electronic resource] / $c by Corinne Berzin, Alain Latour, Jose R. Leon.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2014.
300 $a xxviii, 169 p. : $b ill. (some col.), digital ; $c 24 cm.
490 1 $a Lecture notes in statistics, $x 0930-0325 ; $v 216
650 0 $a Brownian motion processes. $3 183837
650 0 $a Analysis of variance. $3 181863
650 1 4 $a Statistics. $3 182057
650 2 4 $a Statistical Theory and Methods. $3 274054
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Simulation and Modeling. $3 273719
650 2 4 $a Statistics for Business/Economics/Mathematical Finance/Insurance. $3 274062
650 2 4 $a Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. $3 348605
700 1 $a Latour, Alain. $3 701774
700 1 $a Leon, Jose R. $3 701775
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a Lecture notes in statistics ; $v 205. $3 559233
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-07875-5
950 $a Mathematics and Statistics (Springer-11649)