Statistical Inference with Fractional Brownian Motion
| Year of publication: |
2005
|
|---|---|
| Authors: | Kukush, Alexander ; Mishura, Yulia ; Valkeila, Esko |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 8.2005, 1, p. 71-93
|
| Publisher: |
Springer |
| Subject: | fractional Brownian motions | hypothesis testing | goodness-of-fit test | volatility estimation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391505