Inference on the Hurst parameter and variance of diffusions driven by fractional Brownian motion
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | https://hal.science/hal-00947513 |
| Author | Berzin, Corinne, Latour, Alain, León, José R. |
| Maintainer | CCSD |
| Last Updated | May 6, 2026, 09:03 (UTC) |
| Created | May 6, 2026, 09:03 (UTC) |
| Identifier | ISBN: 978-3-319-07874-8 |
| Language | en |
| contributor | Inférence Processus Stochastiques (IPS) ; Laboratoire Jean Kuntzmann (LJK) ; Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS)-Université Pierre Mendès France - Grenoble 2 (UPMF)-Université Joseph Fourier - Grenoble 1 (UJF)-Institut polytechnique de Grenoble - Grenoble Institute of Technology (Grenoble INP)-Centre National de la Recherche Scientifique (CNRS) |
| creator | Berzin, Corinne |
| date | 2014-08-01T00:00:00 |
| harvest_object_id | 7ec220f6-4bf9-4385-b859-831a087503d0 |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2026-04-14T00:00:00 |
| relation | info:eu-repo/semantics/altIdentifier/doi/10.1007/978-3-319-07875-5 |
| set_spec | type:OUV |