Ebooks d'Alain Latour en EPUB

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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...

Editeur : Springer
Parution : 2014-10-15
Collection : Lecture Notes in Statistics
ePub

89,66 €