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Inference on the Hurst Parameter and the Variance of Diffusions Driven by Fractional Brownian Motion
Table of Contents:
“... and Simulation Studies -- 5. Proofs of all the results -- A. Complementary Results -- A.1. Introduction -- A.2...”
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by Shiraishi, Taka-aki, Sugiura, Hiroshi, Matsuda, Shin-ichi
Published 2019
Table of Contents:
“...1. All-Pairwise Comparisons in Homoscedastic Multi-Sample Models -- 2. Multiple Comparisons...”Published 2019
Springer Nature Singapore