Titlebook: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion; Corinne Berzin,Alain Latour,José R.

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Book 2014 produces rapid and helpful proofs that can serve as models for the future. Readers will also find elegant and new proofs for almost sure convergence..The use of diffusion models driven by fractional noise has been popular for more than two decades now. This popularity is due both to the mathematics

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Titlebook: Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion; Corinne Berzin,Alain Latour,José R.

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