Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion:
Gespeichert in:
| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cham ; Heidelberg [u.a.]
Springer
2014
|
| Schriftenreihe: | Lecture Notes in Statistics
216 |
| Schlagworte: | |
| Beschreibung: | XIII, 169 S. graph. Darst. |
| ISBN: | 9783319078748 |
Internformat
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| 245 | 1 | 0 | |a Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion |c Corinne Berzin ; Alain Latour ; José R. León |
| 264 | 1 | |a Cham ; Heidelberg [u.a.] |b Springer |c 2014 | |
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Datensatz im Suchindex
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| author | Berzin, Corinne Latour, Alain León, José R. |
| author_facet | Berzin, Corinne Latour, Alain León, José R. |
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| author_sort | Berzin, Corinne |
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| building | Verbundindex |
| bvnumber | BV042195698 |
| classification_rvk | SI 856 |
| ctrlnum | (OCoLC)894636110 (DE-599)BSZ416906079 |
| discipline | Mathematik |
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| id | DE-604.BV042195698 |
| illustrated | Illustrated |
| indexdate | 2024-07-10T01:15:01Z |
| institution | BVB |
| isbn | 9783319078748 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027634685 |
| oclc_num | 894636110 |
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| owner_facet | DE-824 DE-19 DE-BY-UBM |
| physical | XIII, 169 S. graph. Darst. |
| publishDate | 2014 |
| publishDateSearch | 2014 |
| publishDateSort | 2014 |
| publisher | Springer |
| record_format | marc |
| series | Lecture Notes in Statistics |
| series2 | Lecture Notes in Statistics |
| spelling | Berzin, Corinne Verfasser aut Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion Corinne Berzin ; Alain Latour ; José R. León Cham ; Heidelberg [u.a.] Springer 2014 XIII, 169 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Lecture Notes in Statistics 216 Statistik Statistics Gebrochene Brownsche Bewegung (DE-588)4780019-7 gnd rswk-swf Stochastische Analysis (DE-588)4132272-1 gnd rswk-swf Gebrochene Brownsche Bewegung (DE-588)4780019-7 s Stochastische Analysis (DE-588)4132272-1 s DE-604 Latour, Alain Verfasser aut León, José R. Verfasser aut Lecture Notes in Statistics 216 (DE-604)BV002447846 216 |
| spellingShingle | Berzin, Corinne Latour, Alain León, José R. Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion Lecture Notes in Statistics Statistik Statistics Gebrochene Brownsche Bewegung (DE-588)4780019-7 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| subject_GND | (DE-588)4780019-7 (DE-588)4132272-1 |
| title | Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion |
| title_auth | Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion |
| title_exact_search | Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion |
| title_full | Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion Corinne Berzin ; Alain Latour ; José R. León |
| title_fullStr | Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion Corinne Berzin ; Alain Latour ; José R. León |
| title_full_unstemmed | Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion Corinne Berzin ; Alain Latour ; José R. León |
| title_short | Inference on the Hurst parameter and the variance of diffusions driven by fractional Brownian motion |
| title_sort | inference on the hurst parameter and the variance of diffusions driven by fractional brownian motion |
| topic | Statistik Statistics Gebrochene Brownsche Bewegung (DE-588)4780019-7 gnd Stochastische Analysis (DE-588)4132272-1 gnd |
| topic_facet | Statistik Statistics Gebrochene Brownsche Bewegung Stochastische Analysis |
| volume_link | (DE-604)BV002447846 |
| work_keys_str_mv | AT berzincorinne inferenceonthehurstparameterandthevarianceofdiffusionsdrivenbyfractionalbrownianmotion AT latouralain inferenceonthehurstparameterandthevarianceofdiffusionsdrivenbyfractionalbrownianmotion AT leonjoser inferenceonthehurstparameterandthevarianceofdiffusionsdrivenbyfractionalbrownianmotion |