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

Author(s)

    • Berzin, Corinne
    • Latour, Alain
    • León, José R.

Bibliographic Information

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

Corinne Berzin, Alain Latour, José R. León

(Lecture notes in statistics, 216)

Springer, c2014

  • : [pbk.]

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Includes bibliographical references and index

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